The Prust banjo isn't designed for the tension of steel strings...could seriously hurt the banjo. Steel strings will also dig into the fretboard (which is why you see most steel-strung fretless banjos with brass or metal fretboards).
Give yourself some time alone with the Nylguts, they sound muddy in comparison to your other banjo because they are a completely different animal. Your ears will get use to it and the sonorus tonalities will start to tickle 'em eventually. It usually takes me a tune or two to get used to the different sound when I switch banjos.
I don't think guts sound any better...they're more expensive and don't last as long.
Thomas, why don't you send me a message and we can get together. I'll show you all I know. I live just down the road from you.
I am also a member of Marrow Bone Springs if that sort of thing interests you. Looking at your avatar I thought it might.