Thanks to everyone who responded. The key bit of info was discovering about the ~/.xsession-errors file. Once I had that it was really easy.
The problem was that the /etc/X11/afterstep/system.steprc was wrongly installed as /etc/X11/afterstep/system.steprc-menu. Since I didn't have a ~/.steprc file either it was just bombing out. Thanks for everyones help. Adam.