On my 02 horizon.I had the same problem, open up the front hatch, looking at the genset, above the genset, and to your right is a 2x2x5inch box. On the side of this box, is a round pin sticking out on each side. push in on this pin, on what side is sticking out. This controls the air, to the step cover. I played with this, and got the step to close, or open. I also had to replace the rocker switch, after doing some playing around with.The control box, if you have to replace, is on the pricey side.
if you releave the air, by pressing in on the pin, you can push the step in, our pull out.
WWW.winneabagoparts.com is a real good supplier for parts. Will send you a good diagram to figure out what part you need, nice to be on the same wave length, when ordering a certain part. Will fax you the diagram. Reversing the wires on the rocker switch will tell you what way the step will close. By releaving the air, the step will go either direction. Good luck.