The name displayed for each step (each step is separated by a comma in the checkout workflow option) correspond to the first view of that step.
By default, there is only two steps in the checkout: the one with everything and the "end" step.
If you want, you could separate the login and the address into two different steps.
You could do like this:
login_shipping_payment_coupon_cart_status,address_shipping_payment_coupon_confirm_cart_status,end
That way, you would have three steps: login, address and end.
Basically, you define how you want it to be displayed.