Hi Kompo, are the step files made in SolidWorks? Most CAD programs use z-up like MoI does except SolidWorks.

There is a setting you can modify in moi.ini :

[NURBS Import]
RotateYUpToZUp=y

which should help, see here for more details:
http://moi3d.com/forum/index.php?webtag=MOI&msg=3250.6

There is a way in MoI to change the axis labels to any direction you want, under Options > View > "Axis label options", but it only affects the labels shown in viewports and numeric point input, not how file translation happens.

- Michael