From Paige Waehner,
Your Guide to Exercise.
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Step Ups are one of those exercises that seem like a good idea, but you're never exactly sure if you're doing anything. Worry no more because Step Ups really do work the glutes and the hamstrings. The trick is to make sure you're stepping up onto a platform that's high enough to really activate those muscle fibers, one that's about 15 inches high. Holding dumbbells can add some nice intensity to the movement and, in this version, I show it with a band wrapped under the step which really adds intensity if you keep the tension up. How to do it:

1. Stand behind a 15-inch platform or step, weights in hand.
2. Place the right foot on the step, transfer the weight to the heel and push into the heel to come onto the step.
3. Concentrate on only using the right leg, keeping the left leg active only for balance.
4. Slowly step back down and repeat all reps on the right leg before switching to the left.
5. Perform 1-3 sets of 10-16 reps according to your fitness level and goals.