If you want to use Steal, you won't be able to use the AMD files from the download. Those are specifically for loaders that use the require/define syntax, whereas steal uses steal and that's it.
So use the steal version from GitHub or the standalone files (with the appropriate shims setup)
The one from JMVC is a good place to start: https://raw.github.com/bitovi/javascriptmvc/master/stealconfig.js. Notice that it is in the root folder (same folder steal is in). This is the most natural directory structure, but you can modify the mappings to do whatever structure you want.