In small bowl, combine steak sauce and wine.
Place steak in glass dish; coat with 1/2 cup steak sauce mixture.
Cover; chill 1 hour, turning occasionally.
In small saucepan, over medium heat, heat remaining steak sauce mixture, water, margarine and cookie crumbs to a boil.
Reduce heat and simmer 2 to 3 minutes or until thickened; keep warm.
Remove steak from marinade.
Grill over medium heat for 15 to 20 minutes or until done, turning once.
Slice steak and serve with warm sauce.