It depends upon what you're trying to steam them out of. If they're in a sofa, you're unlikely to get the steam to penetrate the material deep enough at a hot enough temperature for long enough to kill them. That much steam would probably ruin the furniture anyway.
We had bedbugs and we got rid of them ourselves. The reason we could get rid of them without a pest control company was because we had a lot of older/inexpensive furniture we were willing to throw out. If you want to keep your stuff, call a professional.