The players went out after the Ipswich win last week, as is traditional, but there was no triumphalism and Steve says:
"We haven't done anything yet so why would we have done a lap of honour?
"We need to win first; it would have been no good going out there at Upton Park, doing a lap of honour, and losing on Saturday to stay in the first division.
"It is about focusing on the task ahead and the game at Cardiff."
Steve is only too aware of the size of the honour at stake and he says:
"It changes the atmosphere; we could have players like Thierry Henry playing here or Plymouth Argyle.
"It is different spectrums of the game so we need to win, and hopefully we will do it."
It has certainly been a bumpy ride with the ups and downs this season, and Steve adds:
"It is part and parcel of it; you always have your highs and lows, even the best players do, and you just have to pick yourselves up.
"I remember just drawing at Sheffield when the lads were gutted, Reading away, Millwall and Palace away, but it doesn't really matter because it is like a cup tie now.
"It is a one-off, winner takes all game - and hopefully we can do it."
And if the worst comes to the worst?
"I haven't really thought about that - we have got to win at Cardiff."
Steve has just about got his breath back after last week's wonderful win over Ipswich and he was delighted that Christian Dailly scored what was effectively the 'winner' of the tie.
"He doesn't score many but what an important one that was and it was good he got his reward," says Steve.
But the drama of the occasion was highlighted when Ian Westlake crashed one against the post late on.
"I didn't think it was going in and he didn't strike it very well," shrugs Steve.
"It looked like it was going wide but then it hit the post.
"I didn't think it would go to penalties, and I didn't want it to go to extra time either, because the lads did really well and gave everything.
"It was tough, quite hot and humid, and at half time Michael has gone to me and said 'it is warm out there and we have got to get two goals'.
"That extra half an hour is a long time!"
As it will be if it is needed at Cardiff; Steve hopes it won't be and concludes:
"It is the business end of the season, we need to get promoted, and it is vital we win the final - because there are big prizes ahead.
"The atmosphere was tremendous last week, as it will be in Cardiff, and if we play 100% I am sure we can get a result."