IntelliJ with cucumber (java) and step definition location

You can set the glue location globally by opening "Edit Configurations -> Defaults -> Cucumber Java -> Glue" and add the package names.

(IntelliJ 12.1.4)

Creating self answer for others who might have this problem. My project did not have the steps marked as test source root, and although I DID do this, it was not until I closed and reopened my project that they were picked up. So a simple restart was my answer.