Simple answer. You can't. Or at least I haven't found a way to do this in one step.
The only (very long) way to do this is to create the two (or more) patterns seperately and then manually merge the step settings into one.
This is not as straightforward as it seems due to the step timings.
In MyDMX, I just dont think there is a simple answer to this. Limitations of the software I'm afraid.