Rule on stealing home after pitcher comes set?

my coach tells me that if the pitcher goes into the wind-up, as soon as he brings his hands set that he can not step off the rubber to throw you out. thus forcing him to throw home if u steal. so he usually sends us to try and either force the pitcher to balk or for us to steal the base because the windups too slow. but i have had a couple different umps tell me that if he steps off with his non normal step off foot (ex. right foot for right handers), that he is now allowed to throw to the plate or third and not go through his windup. is this legal after he comes set? thanks for the help