I modify since I'm "stepless"
I do MIS without a step. I just do the warm-up on the floor and try to use big motions to make up for the lack of up-down movement. For the lunges, I usually just use two phonebooks stacked on top of each other, although I've considered using my Rubbermaid stool that I use for a tallbox. The chest presses I do on the floor, which isn't ideal but doable. It just means my range of motion isn't the greatest, but since your elbows shouldn't really go below chest level anyway, I don't think it's too compromised. And I do all of them flat rather than at an incline. I'll admit, however, that I'm scouring Play it Again Sam stores in search of a step -- but that's more b/c I'm pregnant and pretty soon won't be able to lay flat on my back so I really want the step for the incline possibilities. Overall, I think it's fine to do without a step.
Hope that helps!
Lucy K