Hi,
Congratulations on your purchase! I hope you get many years of enjoyment from it.
Non-toxic shot has been federally mandated since the early '70s for use for waterfowl hunting and even general use on waterfowl production areas. Even some trap and skeet ranges are now non-toxic shot too.
Steel shot was the first approved non-tox and all there was for many years. It remains the cheapest of the non-tox shot. Other non-tox shot types are a lot more expensive. They are often heavier than lead, (like Heavi-Shot), and harder than steel. Any gun manufactured since the mid-70s will shoot steel or other non-tox shot just fine.
The reason Stoeger cautions against using a full choke with these harder shot types is because they cannot make the barrels thick enough to withstand a phenomenon called "bridging." This tends to occur as the shot column is constricted by the choke. Think of what would happen if some of the pellets where all aligned as they are being squeezed down from .725", (12ga), column diameter to .710" column diameter. With soft lead, the pellets would give and deform. With hard non-tox shot there is little give and no deformation. This can cause the barrel to bulge outward. On single barreled guns like a pump or auto, this most likely won't cause great harm. Just an unsightly bulge. And those guns generally have thicker barrels to better withstand this. With a double, the bulge will almost assuredly break the bond between the barrel and the ribs. Rendering the gun pretty much un-repairable and a fence post.
The more open chokes, like the Improved Cylinder and Modified are far, far less likely to have this happen. Since the constriction is less and more gradual. This is why Stoeger tells you to only shoot the more open chokes with the harder non-tox shot.
dalee