Please don't take this wrong, but it's been my impression that perhaps the jobs you've gone after in the past were what I'd call low-end, low-skill positions (server at a restaurant for example). Those types of positions most certainly require applications to be filled out. It's my impression that Steve operates on a higher end type structure, and those do not ask for applications. For example, in the position I just started a couple of weeks ago, I emailed a resume to the IT Director's secretary. A few weeks later, she called to ask if I could interview the next day. I came in and met with a team of people who fired questions at me for an hour, we shook hands, and I left. The next day the director called me and made an offer. I now manage a team of 5 IT folks and never filled out a single application or questionnaire.
Concerning your handling of this fellow, it's your call on what you feel is best. I can see one perspective where a list of questions would weed out whether someone was seriously wanting to work for you. I can also see another perspective where I contacted someone to work for them, they sent me a list of stupid questions, so they're likely to be a PITA with paperwork for a DJ gig. In a way, I think you both are missing an opportunity. The guy should have just picked up the phone and called to ask for a meeting. You probably should have done the same thing, as it's a fair shot you may be missing out on a quality entertainer to add to your stable.
Either way, it's your business and your call to make. Just offering some different perspective in effort to keep the discussion going.