Bob, during the rusting phase you DO NOT want steam. It will condense or drip on the steel and ruin the rusting action.
If the weather in your area is warm and slightly humid then you will get the best results rusting in the open air for about 4-6 hours. If not then you need a "damp box". I use a wooden box with a light bulb at either end with a margarine container of water near each. Experiment with wattage, ventilation and location of water containers i.e. distance from globes, to achieve about 70 Deg F and 70% humidity for optimum results.
Now, after 4-6 Hrs you should have a nice coating of rust that needs to be converted from ferrous oxide (rust) to ferro-ferric oxide (blue)
There are 2 ways to achieve this.
1. Boiling in pure distilled water for 10 or so minutes.
2. Steaming. It converts the oxide in the same way as boiling. There is a good run down on this method in the above link to Rust Blue.
I have not tried steaming yet as I am too set in my ways but I will give it a go one day. The main advantage is you don't need to buy distilled water, just use any old water.
Good luck!