Good luck... Autocad does not have a .step translator built in... especially not MEP. Inventor could probably do it...
Where are you getting step files from? Can you have them save down to an Acis (stl) file? That would let you import into MEP... and use parts that are modeled in mechanical 3d software like solid edge, solid works, inventor, pro-e, etc.
Just a thought... hope that helps.
BJ