Interesting -- I went into Edit Colors and manipulated Stepped Color and #Steps and the range of values went back to integers. Not the most intuitive way of getting what I wanted. I'll leave this discussion as unanswered just in case anyone has a better way of getting the range values to display as itnegers.
Peter, you just need to change the default properties of the specified measure by right-clicking on that measure in measure's pane and selecting "number format" inside "default properties". In the window that will open, you need to change the number format to "custom" and reduce the decimal places to zero. This is the path to that window: