Yes. Cardio and weights are two training protocols with two separate goals, and you do not have to do one to be able to do the other. If you have other cardio methods that work better for you than step, by all means do Cathe's weights only. However, it should be noted that Cathe has several other cardio formats in addition to step, in case you are wanting to check those out: hi/lo, athletic cardio drills (Boot Camp and Drill Max), kickbox.
A-Jock