I do all my "steaming" of veggies (frozen or fresh) in the microwave. I just dump what I need (or cut up as much of the fresh as I need then dump) into a microwave safe bowl/etc (ceramic, glass) or even a paper plate, and cover loosely with a piece of waxed paper, deli wrap, or an upturned bowl, etc., then microwave for usually around 3-6 minutes (depending on quantity and whether frozen or not). I don't like my veggies *too* soft though, or I might cook longer.
I never add water to any of my veggies btw as many people say you "must" (and is something that's more or less passed down from mouth to mouth) and they always turn out great (and preserves the most vitamins since there's no water for them to leach into).
As for the bags, some of the frozen ones can be microwaved in their bags but I don't do that because of a few concerns about plastics in general, with the exception of the *waxed paper boxes* like spinach comes in... I just put that on a plate and microwave 6 minutes, then open the box and voila.
And I don't use some of the special bags and stuff because I don't want to spend extra money for them or have to wash any extra equipment!