Symptoms:

After upgrading to version 4.2.5 or later of the Jet Data Manager or when trying to deploy an object you receive the following error:

Error: Execution Package 'X' Step setup failure! A step in the execution package contains sub-items of type Business Unit, Data Warehouse, or OLAP Server which contains pre- or post step(s).

Resolution:

If you are using Managed Execution packages then you cannot also have a pre- or post step script configured on the staging database, data warehouse, or OLAP database. You will either need to disable Managed Execution or set the script to run on a table instead of the business unit or other database instead.