A 3 step gain change is when something switches resistors in the feedback loop to change the gain 3 gain amounts. A transistor can switch 2 gain steps: one step when the transistor is turned on and the second step when the transistor is turned off. Adding a second transistor will allow the gain to have 4 steps.
Of course "transistor off" is a step. When the transistor is on then it shorts a resistor in the negative feedback to change the gain to the second step.
There is no 3rd step.
For example. A multimeter has multiple ranges of voltage that it can measure, selected either by a manual rotary switch or automatic gain change. But your multimeter probably has more than three steps. Similarly, your o'scope also has a multi step input switch to give you different volts per division, as well as different sweep rates.
If the feedback resistor for an opamp is two resistors in series then with both the gain is high.
When a turned on transistor shorts one resistor then the gain is reduced.
So that whatever is controlling the transistor can change the gain. An auto ranging product will have a variable gain, and/or variable attenuation, in front of it's data converter.
Billy, let me repeat what I said in post 6, post your circuit. Or at least tell us what it is part of. All of this guessing is just wasting time, because it doesn't tell you why your circuit is done the way it is.