Steel shots are hard and can ricochet or bounce back. As a result, never shoot it at a moving target, such as a falling plate or a steel pattern board, or you may be hit with one of your own pellets. At such targets, lead shot is safe to use. Also, keep in mind that even if you don't hit anything with a steel ball, they're still dangerous because they can be lethal if they hit someone or something they come in contact with. Lead balls are the safest option if you want to play it safe.