You'll need to use the same technique you used for a "step up;" gently push the bird's breast against the object you want him to step onto. Have the bird face you and step onto the object while you give the command "step down" or "down." Either command is fine, just be consistent.
When moving from your finger to the object, your bird may actually have to step upwards, but the command should still be "step down," which really means, "move from my finger to what I am showing you."
When training any animal, remember that sessions should be short, usually around 15 minutes. Never start a session if you are agitated, tired, or impatient. And don't forget that a treat will do wonders to help reinforce this positive experience. Make the training a positive experience for both you and your bird. Make it into a game you'll both enjoy.