Maybe sharing my first step experience with you will help:
I took a live step class when I was about 21; my previous experience with exercise included about 3 years of hi-lo classes as well as a few years of dance training, so I walked in to this class feeling pretty confident.
All was well until about 5 minutes into the class, when the instructor had us do a knee-up to the corner. To make a long story short; I hadn't placed the risers under my step correctly (one was too close to the middle of the platform), and when I put my foot on the right side of the step, the platform flipped up and over off of the risers, and I slipped and fell on my knees

.
To add insult to injury, not only did the instructor *not* come over to help me, she just gave me a dirty look like "Why are you disrupting my class, you idiot?" (I realize that the instructor herself, not I, was a big part of the problem, not only by failing to make sure I hadn't killed myself, but by not making sure I had put the step together correctly in the first place.)
*Anyway*, I kept up with it by doing the following:
* taking classes with an instructor who took time with beginners
* buying the Reebok Step (the risers click into place)
* getting a few beginner tapes-- I found that the "Buns of Steel 7" tape-- though cheesy-- was helpful. Like others here, I also found the original "Step Reebok" tape great.
I am now a step fiend--and even became a step instructor myself! So don't despair!
--Christine