Unlike D.J. and Kimmy who attended Van Atta Junior High in seasons 3 and 4, Stephanie attends DiMaggio Junior High instead.
In reality if Stephanie and Gia had been caught smoking they would of likely been suspended or expelled as a result.
This is the second time a member of the Tanner family is doing something illegal, the first being D.J. being caught with a beer in "Just Say No Way."