Hi Nikki, don't give up on your step son, he is only 4 and has not yet learned right from wrong.
Try to encourage him to ask first if there is something he wants instead of just taking it. Then back this up by putting child locks or bolts high up (so he can't reach) on the doors of the rooms you don't want him to go into, and use child proof locks on the kitchen cabinets and the fridge doors. It won't be long before he will give up trying to take things and will have to ask first.