I backed out of this installation as the ordered steps mod that was integrated was too difficult for me.

but I did have this issue and fixed it.

Do you have this file?

/includes/languages/english/extra_definitions/order_steps_defines.php? I guess you could just add the define to the languages/english.php file if it is not working.

Code:
define('TEXT_ORDER_STEPS_BILLING', 'Billing');
define('TEXT_ORDER_STEPS_1', 'Shipping');
define('TEXT_ORDER_STEPS_2', 'Payment');
define('TEXT_ORDER_STEPS_3', 'Order Review');
define('TEXT_ORDER_STEPS_4', 'Order Complete');