Sticky Password should offer you to add an account in the second step of the login process but sometimes it doesn´t work automatically as banking sites often has additional security features which block (and are implemented to block) filling login fields by third party applications.
In such causes it should be possible to add an account manually. Actually it´s necessary to add a separate account for each login step if the URLs of the first and the second login pages are different.
So you can navigate to the first login page, click on the Caption Button in the upper right corner of your browser, select add account and add an account for the first page which includes the login field. Then navigate to the Sticky Password main window - Web accounts - select this account - More - Edit - Options tab and set the "Tie account to" option to "Specific web page of the Link above".
Then you will be able to add another account for the second login step with a different URL. Add the account for the password page by following the same steps as for the login page.