NotEnoughItems allows you to look up recipes in-game by hovering your cursor over any item in any inventory screen (including the NEI item list on the right-hand side of the screen) and pressing the "R" key on your keyboard. Also note that the box at the bottom of your inventory screen is a search box.
Using this, you'll find that steel can be made in the Industrial Blast Furnace, not the Centrifuge. I think that it can be made from all Overworld materials- but note that it is a large and very expensive multiblock structure (34 basic Machine Casing- lots of iron) that will need to be replaced almost entirely (with steel or, better, chrome casings and some heating coils) before it can be used to make higher-tier stuff.
Also note that IndustrialCraft adds a secret recipe for Glowstone using gold and redstone. Four gold dust and five redstone dust (or maybe five gold and four redstone, I don't remember) in an alternating pattern in a crafting grid will yield one single glowstone dust.
As a final note, GregTech isn't designed for people new to modded Minecraft. If you get tired of all the things that Greg changes (usually making things harder to get and more expensive, as you have already found), you may have better luck with Unleashed. Unleashed has more mods anyway, some of which (notably DartCraft) are more aimed towards making the early game easier.