Self-consistent field theory (SCFT) is used to study the step edges that occur in thin films of lamellar-forming diblock copolymer, when the surfaces each have an affinity for one of the polymer components. We examine film morphologies consisting of a stack of nu continuous monolayers and one semi-infinite bilayer, the edge of which creates the step. The line tension of each step morphology is evaluated and phase diagrams are constructed showing the conditions under which the various morphologies are stable. The predicted behavior is then compared to experiment. Interestingly, our atomic force microscopy (AFM) images of terraced films reveal a distinct change in the character of the steps with increasing nu, which is qualitatively consistent with our SCFT phase diagrams. Direct quantitative comparisons are not possible because the SCFT is not yet able to probe the large polymer/air surface tensions characteristic of experiment.