The first thing Steve focuses on is your hands in the ready position when you make your final two steps which includes a cross-over step. The cross-over step allows you to move and cover large area of the court while still be relatively balanced. The next and final step need to move you into a position to be open under the ball.
Also important is the body position of your torso. In beach volleyball you want the ball to go up and down and as a result you want your torso pretty straight.
Also the directions of your shoulders stay the same as much as possible.
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Beach Volleyball Setting with Steve Anderson – Video 3 Footwork and Positioning