I've been using Word a long time and I've never seen this requirement before. It doesn't look like it is possible via the Multilevel List dialog and I'm pretty sure it isn't possible via VBA either.

If you were going to do it then I would suggest you use a list Bullet or Picture Bullet to give yourself the smiley face automatically and then manually add the text "Step " and then a Seq Field to get the number.

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Andrew Lockton
Chrysalis Design, Melbourne Australia