Originally Posted by krwlz

Actually steam feels "hotter", and can actually burn you worse than the same temperature air because of its specific heat (Which is higher than air). That specific heat is the amount of heat (Usually in joules or BTU's) needed to raise one gram of the substance by one degree centegrade (or the english eqivalent F). (Or in the opposite direction, the amount of heat released in the cooling process.)

Therefore, when that steam hits your hand, it condenses, releasing all that heat into your hand, which will rise in temperature faster than strict water.

.... God I love engineering school.