I rarely say anything bad about LEE products, but I don't think you'll be happy trying to run Steel through it. I don't load Steel anymore, but I saw your question earlier and got a friend to give me a pound of Steel shot (#2) and unretired my old LOAD ALL 12 Gauge press, tried running the shot through it. It didn't go well at all. It just isn't built for that application. Even MECs (except the STEELMASTER) need an adaptor kit to run Steel (and large lead) shot properly.
As an alternative, if all you have is a LOAD ALL, make a scoop that holds your desired weight of shot and insert it manually. Might save you some frustration.
DC