It is possible to add a step to a test case in Test lab while in the run mode using the add steps button on the runner...
the only thing is that by default the step gets added at the end of the testcase..once you add the step and either hit STOP or close the runner..you will be prompted with a message if you want QC to update the testcase in Test Plan..If you say YES then it will get updated in test plan too
If you already have the test case in the lab, if you go back to the test plan and add the steps there and or change the step order, this will be updated in the lab. I have allways found that is the better way to do this.
i agree with russell...testplan is the better way to go...I jut said that there is a feature that makes it possible to update or add steps in testlab ...becuase someone above had said it was not possible