I believe it just targets different muscle groups, but I'm sure someone will correct me if I'm wrong. I believe it's like going "backwards" on the elliptical.
I do step aerobics and there are moves where you step onto the step sideways as well.
You're right Tat...it really works the outside of the leg that climbs closest to the machine and the inside of the other (outside) leg...
I know it sounds confusing, simply put...instead of working just the tops of your legs and booty you can work the inside (inner thigh) and outsides (hips) of your legs as well...
It's also great to side shuffle on a treadmill & run backwards...keep it slow until you get the hang of it. Definitely give 'em a shot...you'll feel the difference!
lol I tried to do some side-shuffle thing I saw in SELF magazine on the treadmill and I am just NOT cut out for that fancy stuff. Even with it set at 1.5 I was falling over.
I imagine the people watching me got a better work out laughing!