Clean the surface of the steel with mineral spirits. Rub the surface with a rag dampened with the mineral spirits. This will remove surface contamination from fingerprints, grease, and other grime. Allow the steel to dry.
Sand the surface. It is necessary to sand new steel or the paint will have difficulty adhering to the surface. Roughen the surface with medium grit sandpaper (120 to 150 grit). Clean off the dust with a clean rag or brush.
Apply an oil-based primer. Inspect the label and make sure that the primer has a rust inhibitor. Not all oil-based primers have rust inhibitors. Protect the surrounding surfaces that you don't want painted. Depending on the size and the type of the steel structure, use a roller and/or brush to apply the primer. Allow the primer to thoroughly dry.
Paint the surface with a high-quality latex paint. If the surface is outdoors, it is important to use exterior paint or the paint with eventually peel. Depending on the size and structure, the paint can be applied with brushes, rollers, or a paint sprayer. If you are painting a steel door, use a brush to cut in and a roller to do the majority of the surface. A paint sprayer is good for larger surfaces. It will provide the smoothest finish. Paint sprayers can be rented at rental appliance or hardware stores. Apply the first coat. After it thoroughly dries, apply the finish coat.