Do you ever smell that "sweet" smell that resembles antifreeze when you turn on any of your climate controls? What I have found to be the case more times than not in this case is that there is a small leak in the heater core and your "steam" you are seeing is vaporized coolant residue. It is VERY annoying. I would recommend removing the lower duct work panels and inspecting your heater core box to see if there is residue from coolant.

I believe you will find your answer there...