Doesn't work with content profile & multistep

I'm using "me" with content profile and multi step. I have three steps.
The first step has the expected URL: my-site.com/user/me/profile/my-content-type
But the second and the third steps are not aliased : my-site.com/user/UID/profile/my-content-type/2(3)
I'm also using path alias extended but it doesn't seem to work on this.