Had my first dance with the wizard control the other day.  The biggest thing I problems with was the events.  I kept expecting ActiveStepChanged on the wizard control to be the event that would control the flow of the wizard.  While it did fire on each time the user went forward or backward from a step, it did the same and overwrote my FinalStep event.  With a little research, I got rid of the ActiveStepChanged event and attached an Event to each individual step by using the Activate event.

OnActivate now works like it should and my finish button does what it's supposed to do as well.  Much nicer!  I actually like the wizard control now that I know how to use it :)