You have to decide how much of an inconvenience this is, and on that will depend your course of action you take. It may be that your neighbours are unaware that your stepa are private - I am unaware of the layout here of course - so maybe having a discreet sign made saying 'Private, no right of way' or 'Acess to number -- only) may get the message over. If that doesn't work, you need to catch them using the steps, and have a polite word. If that doesn't work, you may have a potentially legal situation on your hands, but let's hope it doesn't come to that. Good luck