When I got mine, I immediately drilled 3/8" holes in each front step so it would sink better and not trap air.

I've tried using salt instead of sand to weigh it down. I've tried tossing a floater in set to the lowest level.

So far, a side effect of the salt dissolving faster than I planned has been pretty good. The bannisters (my has two) hold the steps in place extremely well even though now the weight is gone since the 160# of salt dissolved. The higher salt level in my water and the increased flow under the steps since they float slightly and move more when you walk on them (but are still stable) seems to be moving more water under them and allowing less algae build up.