How to define 4 functions to fit these two tests (javascript/q)

When I found q, I found in it's description, there are such demo code:

step1(function (value1) {
    step2(value1, function(value2) {
        step3(value2, function(value3) {
            step4(value3, function(value4) {
                // Do something with value4
                console.log("finised: " + value4)
            });
        });
    });
});

And

Q.fcall(step1)
.then(step2)
.then(step3)
.then(step4)
.then(function (value4) {
    // Do something with value4
    console.log("finished in q: " +value4);
}, function (error) {
    // Handle any error from step1 through step4
    console.log("err: " + err);
})
.end();

I'm wondering, how to define the 4 functions step1/step2/step3/step4 to fit these two tests?

I tried:

function step1(callback) { console.log("step1"); return "abc"; };
function step2(str, callback) { console.log("step2"); return str; };
function step3(str, callback) { console.log("step3"); return str; };
function step4(str, callback) { console.log("step4"); return str; };

and

function step1(callback) { console.log("step1"); return callback("abc"); };
function step2(str, callback) { console.log("step2"); return callback(str); };
function step3(str, callback) { console.log("step3"); return callback(str); };
function step4(str, callback) { console.log("step4"); return callback(str); };

and hope it prints:

step1
step2
step3
step4
finised: abc
step1
step2
step3
step4
finised in q: abc

But neither work.

You return via the callback


function step1(callback) { console.log("step1"); callback("abc"); };
function step2(str, callback) { console.log("step2"); callback(str); };
function step3(str, callback) { console.log("step3"); callback(str); };
function step4(str, callback) { console.log("step4"); callback(str); };