Right-click context menu, Adam. (Click in the graphic itself). You'll see at lot of options there, including some very useful Snap-To choices. Don't forget about the MIDI Note entry. Just play in your sequence, and adjust it from there.
Remember, the steps are relative to what you have set in the Depth control. Default is 4800 cents, so that's four octaves for the full range of a step. In the middle (halfway up) will be +2 octaves (2400 cents). At the bottom, you'll get the same pitch going out that's coming in. You can just as easily limit this range by adjusting the Depth control. HTH
Edit: That was the quickie answer. Press "P" to bring
every step to the closest logical pitch, or use your mouse scroll wheel to bring the whole StepGen pattern up & down. Most of this applies to the other Stepgens, except those Pitch-specific options. As always, fire back if this isn't clear.