"I am looking forward to it and it should be a good game," he says, "and you have got to look to win. It is a six pointer, as simple as that."
West Ham face all of the other bottom five in the final games of the campaign, starting with the Baggies, and Steve adds: "There are big games coming up and hopefully they will turn our season around."
Looking at the defeat at Leeds, Steve says: "We hit the post and their keeper has made a great save as well from Joe so you could probably say a draw would have been a fair result - but when you are down there you don't seem to get what you deserve."
As for the sending off of Fredi Kanoute, which sees him begin a three match suspension at the weekend, he adds: "It was very out of character for Fredi, who is a laid back person.
"But I still don't think the fourth official, who called the attention of the ref, actually saw what went on.
"He was standing beside Terry Venables and let's just say he was cajoled into it."
Fredi's absence could mean the return of Les Ferdinand, who was left out at Elland Road, to partner Paolo Di Canio.
Alternatively, Jermain Defoe could be brought in.
"Hopefully big Les is fit and raring to go; at least we have got competition now which is good," says Steve.
Steve reckons that morale is still high at the club, and concludes: "The spirit is still good, it something that has never been in doubt - and we will need to take that spirit into Sunday."