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Steepness and roll-off are the same thing. It's the slope of how much supression changes as the frequency changes. THe slope is not necessarily linear.
Decade is every 10x step change in frequency (4, 40, 400 or 1, 10, 100, 1000). It is logarithimic base 10 scale.
Octave is every 2x change in frequency. (4, 8, 16, 32 or 1, 2, 4, 8). It is logarithmic base 2 scale.
Filter Order is how many single-pole filters are cascaded to get the equivelant response of your current filter.
You can actually wiki all this stuff...except for steepness and rollf off. THose are buried in the wiki pages talking about filters in general.