Hi is your engine coolant level dropping. I'm not to sure about the heating/ventilation system(I'm new to Picantos myself) but normally there is a small radiator to give the cabin warm air and the small radiator is part of the general engine cooling system. If this small radiator is leaking that may explain the steam. Can you smell anything like coolant in the car? When I've had this before on a Mondeo I changed the small radiator - pig of a job on a Mondeo as they are normally under the dashboard. You can also use Radiator Seal products - I used this before I changed the small radiator- follow the instructions carefully and make sure you have the heating on hot to make sure plenty of the mix goes to the small radiator. Radiator seal is meant to be a temporary fix but in my experience it lasts ages.