What can you do to help control your arthritis? steroids?

Multimodal approach: I am assuming you are speaking about osteoarthritis, not something like rheumatoid. The symptoms from osteoarthritis responds best to a combo of many efforts including rest/activity modifications, weight loss, tylenol, (acetaminophen) nsaids (eg ibuprofen), physical therapy, modalities (eg heat and/or ice), certain supplements, and injections (including steroids).

Exercise: Arthritis is a process where your joint is degenerating over time. There is nothing you can do to actually stop or reverse the process. Any miracle cures and claims are are not real. No method has ever been proven to have any benefit. You can, however, control the symptoms by exercising to strengthen the surrounding muscles and retain range if motion. Medications and injections can also limit pain.