Hi,
so you want to collect data through more dialogs (steps)? The data will be stored in one document type or into more document types? You will probably need to write your own webpart (user control) for this.
You could maybe use "Alternative Forms" in that webpart, depending on the details of your intended solution, please see
this DevGuide article and following articles in the module section.
Thank you in advance for any further information.
Regards,
Zdenek C.