Legs
Hi Paula,
This is a topic that comes up often.  I too have this concern/problem.  Being only 5'1" my legs tend to look 'bulky' when I train them alot.
What I found worked for me was I did more crosstraining - and didnt do step for EVERY cardio session - maybe only 2-3 times a week and I walk/run the other 2-3 times.  Also, I stay with the lighter weights (20-25 lbs is probably good) and I only train them once a week - but for a longer time, maybe 40 minutes.  
For me, adding the running and switching to once a week training for legs made a lot of differnce.  Hope this helps!
Anne