From the Official Site:

The Steptacular arena tour rolls into Wembley Arena next Saturday afternoon, 10 June, for the production of the next Steps live video. Interested in getting FREE tickets? Then make sure you tune into Planet Pop this Sunday on Channel 4 at 10.30am, for an exclusive chance to get hold of free tickets for the extra-special show at Wembley Arena next weekend.

The people who make Planet Pop (Straight TV) are filming the Steptacular show for a live video, which you’ll be able to buy later in the year. We will be doing an a special performance of the show for 1,000 lucky ticket holders on Saturday 10 June in the afternoon. If you watch Planet Pop on Sunday 4 June they will give out a special phone number and all you have to do is call in for a pair of free tickets. Remember you must be able to get yourself to and from Wembley Arena in London.

If you are going in the evening make sure you are setup to dance as they will also be recording that show too!