ORIGINAL: Alsatian
inhuntr: Your problem is well known and well understood. Steel is less dense. As a result, steel penetrates game birds less effectively. There are several solutions: (1) shoot your game birds at closer range, giving up on longer shots; (2) use steel shot of larger size (a trade off: the larger shot will penetrate more readily than smaller shot, but there are fewer shot pellets in the pattern, probably also requires you to limit the range of your shots); (3) use high density shot loads such as Hevi-shot, Remington HD, Winchester's high density load, Kent's Tungsten Matrix load. Hevi-shot is expensive, however, and the others are even more expensive, I think.
What Al said. I would just add bismuth to the list along with the tungsten loads. Good stuff.