Get one of these:
Get some Mesquite wood pellets:
Season the steak the night before.
The day of: Take the steak out of the fridge about an hour before so it gets to room temp. It sort of doesn't matter a lot since it'll be at room temp after the smoking.
Fill the tube smoker (<snicker>) with pellets. Put it at one end of your grill (your grill which you can close). Light it up using a torch:
You need it lit for about 10mins so use the torch to make sure it's good and hot and keep an eye on it for 10min or so (just checking on it - you want a flame for a few minutes so that when it smolders it'll keep smoldering).
Place your steak at the other end of the grill. Close the lid. Wait an hour. Flip the steak. Close the lid.
(2 hours of smoking is what you're going for)
Sometime in that last hour you want to get some lump coal going in a chimney starter.
After 2 hours pull the steak off and load the grill with the white-hot lump coal. Let it get the cooking grill nice and hot (It's going to take about 20-30min for that to happen depending on the grill). Cook your steak, depending on thickness and taste, about 2min / side depending on thickness and taste. (if you're used to grilling a steak just do it your normal way).
At the end, put some blue cheese crumbles on top, which you've let sit out for an hour or two so they're nearly room temp, and toast that with your fancy new torch.