Howdy miamifella. If you have a sponsor that tells you to work the first three steps on your own, then come see him for a 4th Step, find another sponsor.
I will second that!!!
A sponsors only real job is to help the new person take the steps.... All of the steps.
The sponsee I mentioned who today says he is an athiest and I spent a great deal of time on step 2, but he remained WILLING to beleive in a Power greather then himself and eventually he found that Power, he has since married and has a newborn son.
Look around a meeting of AA..... do you see people that are able to stay clean and sober? Is thier Power over alcohol & drugs greater then yours? Are you willing to beleive in them? That right there is all the beginning many need to begin the walk.