OK. First you'll need to make the tub/shower vapor tight. This can be done by tiling (if not already) all the way up to the ceiling and the ceiling as well. Then you'll need to purchase a new door, which will also go all the way to the ceiling.
While your tiling the ceiling I would recommend putting in some new vapor proof light(s), just because A. If you already have an existing light it's probably not rated "vapor proof" and B. If want to put a light in later it will be a job!
Now depending on your shower size and wall material will dictate which generator you'll require. Visit the link below and check out the steam sizing tool. Also a link for steam doors and lights.
Steam Sizing Tool - http://www.steamsaunabath.com//catalog/generator_sizing.php
Steam Doors - http://www.steamsaunabath.com//catalog/index.php/cPath/64_95
Lights - http://www.steamsaunabath.com//catalog/index.php/cPath/64_80