Set Retain Files After Full Solve to Yes.
Let's say you have a Force load and two load steps defined. Step 2 ends at 2 seconds. The Tabular data for the force shows step 1 is 1 lbf, step 2 is 2 lbf.
You solve, it completes the two steps and the end time is at 2 seconds.
You can add Step 3, End Time is 3 seconds.
Edit the Force load and in the tabular data, on the last row at 3 seconds, type 3 lbs.
Use this pull down under Analysis Settings to select Load Step 2 as the restart point.
Hit the Solve button. It will start at the end of Step 2 and compute Step 3.
If you want more detailed information, you have to provide your specific example and tell me step-by-step what you did.