Well, I pretty much ALWAYS do Cathe's step workouts on the floor. I have a couple of reasons for that, one of which is that the step is too tough on my knees and ankles. The other is that I have asthma and just can't take the added intensity of the step. My chiropractor recently mentioned to me that with my lower back, knees and ankles, I shouldn't be using a step, anyway. I still get an excellent workout. Yes, it might take a little longer in the beginning to feel the heart rate climbing (it takes about 10 minutes of Lowmax for me to really start sweating, even though my heart rate is up), but by the time I'm twenty minutes into any of the workouts, my heart is beating good and hard and I've got the sweat trickling down my face. I do the all-step premix of Lowmax, which lasts about 40 minutes, and when I'm finished with that workout, I'm just drenched and winded...even without the step.
You don't NEED a step to get an excellent cardio workout, but you do need to get used to how it feels without the step. I actually think I have a little more flexibility to modify without a step, if need-be.