Well, I have gone on at length at how MyDMX doens't work well with not only being in the background, as well as "don't run MyDMX and sequencing on the same machine and expect it to not explode in a fireball of FAIL on stage" type of discussions. But we are all stubborn in one way or another. Some of us gotta learn through our own trial and error.
Step 1:
Does the SoftStep install as a MIDI device or an audio device? If it installs as a MIDI device, you're going to most likely be alright. But if installs as an audio device, you're not going to get anywhere.
Step 2:
Does installing the proper drivers help any? Sometimes class compliant devices work better with a dedicated driver, but this driver also needs to make your device install as a MIDI device.
Step 3:
Even if MIDIOX is happy and even if your favorite or least favorite MIDI package likes the device, if it's not installing to the OS as a MIDI device, you're not going to get anywhere.
Case and point: The Akai LPK-25 is a MIDI device, but installs as an audio device, and as such, MyDMX won't even see it.
Now, more similar to your SoftStep, the Novation Launchpad needs a bit of extra software to run properly and fully, but it does install with it's driver as a MIDI device. You don't get FULL compatibility but you do get more than basic functionality through MyDMX, but I just wouldn't trust anything past basic triggering. Reason being is how MyDMX handles MIDI. This is among one of the many reasons I'm asking for proper MIDI implementation of MyDMX into the OS and as a bridging device. If the developers will address this issue, it may be possible to open a whole new universe of controllers to MyDMX. However, even so, without plug-in support, users will simply be required to do a lot more configuration work on their end.
Ask the vendor if the unit installs as an audio device before wasting your time and your money.
As I'm still installing WIn 7 64-bit and drivers and such for all my stuff, I'm having to re-visit all this crap all over again.