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Ah! Simple! In that position, use a "walkable" wall. It will make it not do that. :]
Unfortunately, it's not as easy as that. That only works for an object that's the size of the square (the pink diamond in the FSH Editor). This stair is however larger than 1 pink square, and is 2 pink squares. This means that even if you use the walkable wall (such was wall #3), it will still show up because it's 2 objects put into one square.
The solution for something like this is to slice the stairs into two pieces so it's two seperate squares. There's another solution, but it doesn't work as well. All you have to do is move the stairs a bit higher up, but it doesn't look too good... I recommend doing it by creating two seperate pieces shown in this diagram:
http://img49.imageshack.us/img49/5954/stairssolution0cg.png In the second diagram (the two pieces) it looks as though it's placed incorrectly but in fact, this is what it should look like if the wall problem did not exist.