How are the steps of cellular respiration different when it is anaerobic respiration?

The steps are almost the same. The main difference is that the anaerobic one does less than half of the process.

The main difference is the length of the process.

Anaerobic respiration is short compared to the aerobic one.

This has a reason: when you finish the glycolysis in anaerobic situations, the products will be lactate (since pyruvate can't turn into Acetyl-CoA without oxygen, it is reduced to lactate) and 2 molecules of ATP per molecule of glucose.

On the other hand, when you have oxygen available, pyruvate will be transformed into Acetyl-CoA and continue with the Krebs Cycle, which will give out a larger amount of ATP (36 or 38 per molecule of glucose).

Here is a summary of the two processes.

(from www.vce.bioninja.com.au)