For the best results, I recommend thawing your steak before cooking. If you need to do this in a hurry, you can put the steak in a sealed bag and submerge it in cold water for 30-40 minutes. This will thaw it without letting it get too warm where bacteria will grow. If you don't plan on cooking your steak for a few hours, stick the bowl of cold water with the steak submerged (in a sealable bag) in the fridge until 30 minutes before cooking.