I never been a fan of real steel wool but that grey synthetic steel wool is great.
Kind I like is 3M Extra Fine 000.
It'll take off the shine and give it a kinda grey satin finish.
I also like to do it in circles so that scratches don't show up as much,
but straight lines will work if you want.
then if you want, like bikermike says, on carbon steel, use the juice, my preference is vinegar.