lh2004 is correct that as a DO student, you can take USMLE steps 1 and 2 in any order, and you do not have to take the entire series, however s/he (?) is wrong about USMLE step 3. You cannot take USMLE step 3 without first passing BOTH step 1 AND step 2 first.
Most DO schools require that their students take COMLEX 1 and 2 in order to graduate. Many states, however, allow steps 1-3 of either USMLE or COMLEX for DO licensure. Be careful though, you should check the state licensure regulations of any state in which you might want to practice before you choose to take USMLE 1-3 and not COMLEX 1-3, especially if you plan to specialize. The best time to take Step 3 of either series is when all the general stuff is still fresh in your mind. It would suck to spend years in a specialty and then decide to move somewhere that requires you to take step 3 of COMLEX.
So, to sum up, you can take either step 1 or step 2 of the USMLE without taking any other USMLE step, but in order to take USMLE step 3, you must first pass steps 1 and 2. Licensure varies by state, but most states allow EITHER USMLE 1-3 OR COMLEX 1-3 for DO licensure.
I hope this is helpful.