I have the standard, not gym size though, step. Probably about 2 feet long. It was about $50 from a sporting goods store. If yours is shorter than this, I don't think the workout will be as beneficial to you. It may not be safe either. You should try to get a normal step.
I actually wish I spent the extra money to get the longer one because mine can be unsturdy and I sometimes use it as a weight bench, so the longer length would be nice. A step is a REALLY good investment if you plan on getting more step tapes.