Normally you should be able to do so using the JavaScript API and using the widgetVar attribute. However, when I use widgetVar="stepsVar", the widget is unknown (JavaScript console):
> PF('stepsVar')
Widget for var 'stepsVar' not available!
So, you need some kind of workaround I'm afraid. For example, keep the index in a managed bean and update it using a remoteCommand.
XHTML
<p:remoteCommand name="setStepIndex"
                 action="#{yourBean.setStepIndexByRemoteCommand}"
                 update="steps"/>
<p:steps id="steps"
         activeIndex="#{yourBean.stepIndex}">
    <p:menuitem value="Personal" />
    <p:menuitem value="Seat Selection" />
    <p:menuitem value="Payment" />
    <p:menuitem value="Confirmation" />
</p:steps>
<button onclick="setStepIndex([{name:'index', value:2}]);return false">Test</button>
Bean
private int stepIndex;
public int getStepIndex()
{
    return stepIndex;
}
public void setStepIndexByRemoteCommand()
{
    FacesContext context = FacesContext.getCurrentInstance();
    Map<String, String> map = context.getExternalContext().getRequestParameterMap();
    String indexString = map.get("index");
    stepIndex = Integer.valueOf(indexString);
}
See also