For as long as I can remember, the skip step buttons don't actually do anything at all. There's no sound from mediaportal to indicate that it recognises that I have pressed the button.
I was wondering if it was a problem with my remote configuration (MCE remote).
If I remember correctly that feature is default for MCE remove (left/right can be used for the different skip steps). Also it's much faster to seek in the media file with those skip steps than with normal FFW/RW.