OS/2 Warp version 4 had a similar functionality with Warp Guides. They were similar to wizards in the sense that they would help performing a task with a step-by-step guide, but there were two differences:

1. you could activate it whenever you wanted (given that a Warp Guide was available.

2. it would not use a modal window. Instead, it would guide you thru the application's UI using cue cards.

Here are some screenshots: http://www.databook.bz/default.nsf/8525608c005e322585255d7c00545af7/8a60914055ec7300852564150071a4fb?OpenDocument

The Warp Guide would start if you click on the yellow button to the left of the title bar. The Warp Guide would then highlight the relevant UI elements of the step, while a cue card explains the highlighted UI elements and what to do with them. Using the >> and