However, their improved recent form was brought to an abrupt halt in midweek thanks to Darren Bent's hat-trick in a 4-0 thumping at Sunderland.
Steinsson admits their Stadium of Light performance was not up to scratch and his team-mates are determined to get back to winning ways - starting with Wigan this weekend.
"We have to step things up, take responsibility and get the results we need," admitted Steinsson. "We got one great result against Wolves and then a fantastic one against West Ham, so the players will give everything they have got to get back on track.
"It's going to be a massive derby game and everyone is determined to get things right. We know the fans are behind us and their support is vital."
Bolton Evens, Draw 12/5, Wigan 11/4