I believe the following fiddle is what you’re after: http://jsfiddle.net/GA4Qs/13/
jQuery sortable needs to be applied to the parent element containing the elements you want to be sorted.
$('#psP').sortable({placeholder: "ui-state-highlight",helper:'clone'});
Also you didn’t close your divs in the right place.
<div style="position: relative;" class="sortable">
<span class="stepNum inset">1</span>
<textarea placeholder="Escribe que hay que hacer en este paso" class="step valid"></textarea>
</div>
Not
<div style="position: relative;" class="sortable">
<span class="stepNum inset">1</span>
<textarea placeholder="Escribe que hay que hacer en este paso" class="step valid"></textarea>
<div style="position: relative;" class="sortable">