Not using correct centering rings on aftermarket wheels will normally cause vibrations similar to unbalanced wheel/tire. It could also cause lug nuts to come loose long term and a few other unwanted odds and ends.
I'm not sure how the steelies work - they may be fitted to the axle and use the lug nut holes, similar to the stock wheels. I know I needed them for my enkei's. Maybe somebody with some more experience will pitch in.
Where are you getting the steel wheels from? If its an online store, ask them about it.