What maintenance patch version are you running on ST9?
Are you attempting to open the STEP file on a write protected folder or disk?
What is the error... can you post a picture of the error? Also, include the log file created by the translator which will be in the folder where the STEP file is located.
Double check your default templates.
Under the HELPERS tab in the OPTIONS dialog box, make sure the default templates actually point to a location that still exists. For example, we changed all the default templates to our custom templates except for the Draft Symbol template. Even though that template wasn't being used for a STEP conversion, the STEP import would fail due to that template missing from our custom location.