Oh, they sent you a check, too? I'd thank them for the money and tell them that you donated the funds to a charity that has a lot of meaning to you, and then go on to say why the charity has a lot of meaning to you, something about the important work that it does, and how happy you are that you were able to donate to it. Depending on how much you wanted to drive home the point, you might also tell them it really made your Christmas to be able to support this charity.

And then, almost as an afterthought, you can add something along the lines of "thanks for donating to [step-mom's charity choice] in my name, too" and have that be all you say about that.