That's an easy one: Use your knife and stop worrying about it.
Yes, all steels can rust -- even stainless steel. But if you're actually using your knife, taking it out of your pocket (or sheath) and putting it back, actually working the knife, rarely will it need more than a quick wipe-and-dry.
The only time you'll really need to give the steel special attention is before you store your knife for a long period. At that point just make sure it's dry and give it a light coat of mineral oil.