This sounds scary I hope that it is not the case, because that will be very disappointing for me too. Where did you hear this ? Why would it not work, surely any VST plugin instrument should work with Ove4 ?! If it works in Finale then there shouldn't be a reason why it shouldn't work in Ove4... I hope someone will shed the light on this.
Steinway works just fine in Overture. Double check all your settings and be sure you have loaded a Microphone Position. Also check the Tracks window and ensure it has a channel assignment. All of my demos were done in Overture.