I've had several doctors swear to me that:
1) For short-course steroids, the immediate scale jump is almost entirely from water retention
2) It's definitely possible to gain real (not water) weight on short-term courses, but it's because you might feel hungrier and start eating more. If one is monitoring their food intake and keeping it constant, for short-term courses, you won't see "real" (not water) weight gain.
3) There is indeed some validity to the idea that LONG-term courses of prednisone or other steroids can ultimately start to impact the way your body processes/stores fat, but that's not much of a concern for short courses.
I've found that to be true for me, and I have some documented, atypical issues with medication processing (which should make it MORE likely for things to go awry.
So... keep on keepin' on, eat healthfully and with your calorie goals, and perhaps drink some extra fluids during the course of medication. It may take a week or so to drop the water weight off after you stop taking it. Give your body a chance to heal and re-adjust and hang in there!