The stepping link stops the base of the mast flying up out of the base when you lower the mast. If you don't use it, make sure you have someone holding down the base of the mast very securely unless you want your mast to crash down. Since I don't actually use one, I'm not sure if it helps keeping the mast in line, however I doubt it.

Murrays website is www.murrays.com/catamaran/catamaran.html

Hope that helps
Schobiedoo