Well the first step would have been to get married before moving in. It's already too late for that, so just move to the next step, which would have been pre-marital family counseling. Blending families is really hard and a neutral, third-party professional can help guide you and your significant other to defining shared goals, household rules, discipline techniques, etc. so that expectations are clear for everyone and everyone feels like his or her voice is being heard and boundaries are respected.
You don't say how old the kids are but as a general rule, whatever age each is now, that's how long it will take them to really feel like a family. So if one if the kids is 7, she'll fell really blended at age 14. It's a long time, but when you blend families, you're dealing with kids who have already seen their families broken up so they don't really trust that this new family is permanent for a long, long time (if ever) and therefore, their instinct is to take sides. You have to expect that and be patient, and also understand that as a good parent, you will always put your children first and as an equally good parent, your boyfriend will also always put his daughter first, in situations where you really have to choose the best interest of one over the other. Some couples can live with this reality, others can't.
I suggest that if you want the kids to believe that you're not just playing house, set a date, plan a wedding, and seal the deal. In the meantime, work with a family counselor who can help you all through the transition and ease some of the more common landmines that families who are blending go through. It's a lot of work but if you two are right for each other and good for each others' kids, it's worth it.
FWIW I'm in a blended family with my son, his daughter and two sons together. It's been really, really hard and I wish we had done family therapy from the get-go as we probably wouldn't have gotten married at all and would have saved ourselves years of stress and heartache. There are lots of happy blended families out there, but there are some big landmines the navigate and if you can work through those together, your chances of happily ever after are higher than if you go in on blind faith that things will work out.