The receptors for steroid hormones are located inside the cell instead of on the membrane surface like most other signal receptors. this is not a problem for steroids because

This is not a problem for steroids because they can pass through the cell membrane, as they are lipophilic.

Explanation:

Because they are lipophilic (which means, have an afinity to lipids), the steroids rapidly cross the cell membrane and enter the cytoplasm, where they bind to the specific receptor and thus reach the cell nucleus, interacting with DNA and regulating the activation and suppression of different genes of some inflammation mediators. This is an example of how some esteroids drugs for inflammation act (example: glucocorticoids).