Image courtesy of http://en.wikipedia.org/wiki/File:Stepper_motor_1.png.
Stepper motors have a metal gear in the middle attached to the rotor. Around this gear are several equally spaced electromagnets. Each electromagnet also has teeth like a gear, but these teeth don't actually touch the gear in the middle. When one of the electromagnets is turned on, it pulls on the gear. The teeth of the gear line up with the teeth of the magnet, holding the motor in position.
Image courtesy of http://en.wikipedia.org/wiki/File:Stepper_motor_2.png.
When the teeth of the gear and the first magnet line up, the teeth of the second gear are slightly out of sync with the magnet. When the first magnet is turned off and the second one is turned on, the rotor moves slightly so that it lines up with the second magnet. When the third magnet is turned on and the second one is turned off, the motor takes another small step forward. The process continues until the motor is in the desired position. As the motor turns, the satellite dish turns.