Unfortunately, no, there is no built-in way to do this anymore (I miss that MFC ability as well).
The two best options I've found are:
- Create a form for each step, and switch between them
- Create a single form with the control buttons, and show a different user control for each step (there are a few variations on this design as well)
If it's a process with a lot of steps, I'd tend towards the second option. It's more work to get set up, but the rewards outweigh the work as the number of steps grows. For a process with 1-3 steps, creating a new form for each step is going to be easier and faster (copy/paste to the rescue).