I don't have any problems or questions on this topic, but I had found this thread on the devnet to be quiet useful, and would like to add to it.
If you are looking to "jump to a different step" in the shopping cart on page load, you could easily add this code before the LoadCurrentStep() function is called on Page_Load of the ShoppingCart.ascx.cs control.
//if this user has Session["cartCheckoutStep2"] set as "moveStep3", we need to send them to step 3
if (!String.IsNullOrEmpty(Session["cartCheckoutStep2"] as string))
//this condition could be anything
if (Session["cartCheckoutStep2"] == "moveStep3")
//increment the step index to be Step 3 before function below is called
CurrentStepIndex = 2;
// Display / hide checkout process images
plcCheckoutProcess.Visible = DisplayStepImages;
// Load current step data