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You have to go to Deposit, select Openledger (Open.X) and choose Gateway. Then you select Steem as currency you want to deposit.
Additional you can do it manually here: https://blocktrades.us/ Just send the Steem to your bitshares account name

Thanks for the reply, but I don't have that option in Bitshares. Really wish I did!
I know I could use blocktrades, but I really just want to do a straight deposit. Since they're both such similar blockchains I figured it'd be pretty much a given. Guess not.

For some reason it doesn't appear in the list, but you should find it listed on the Account tab and adjacent to that a Deposit button. Click this and it'll give you the details to send Steem to your Bitshares account:

Note: This screen shot is taken from the reference Bitshares2-light desktop client wallet

I'm pretty sure I'm using that same wallet but this is what mine looks like. Not sure what's going on.... this is what shows up under my accounts tab though. Thanks for the suggestion though.

I've had similar issues with certain coins try openledgers web wallet, fixed similar problem for me :)