What range and what step size? How inexpensive? How accurate? Manual
or electrically driven? You can build your own from SMT attenuator
chips which are available from EMC Technology, Cherry Hill, NJ, though
they aren't particularly cheap (and are good over a much wider freq
range than you are looking for, even assuming you mean MHz instead of
mHz). You can also build attenuators from SMT resistors: not all the
resistors will have to handle 2 watts, and you can series-parallel
resistors to get the power dissipation you need. You probably will
find that metal-oxide axial lead resistors will work fine for you up to
30MHz too, if you aren't trying to get exceptional return loss.

Cheers,
Tom