Do I need GFI protecetion for an exhaust fan that will go into a steam shower and is there any special rating for the exhaust fan I should keep a look out for?

Code article # that is relevant would be appreciated.

Thanks,
Byron

Section 110.3(B) of the NEC. Check the manufacturer's installation instructions. Some can only be installed in these locations if gfci protected, others do not need to be.

Look for a label on the fan housing that states something in the order of, "suitable for use in wet locations when gfci protected."