If you have no out-put RCA cable comming out of the step-up (going to the phono-pre), make sure it is as low in capacitance as possible!!!!!!
The capacitance of this interconnect is 'reflected back' to the primary i.e. what the cart sees. It 'stepped-up' by the square of the winding ratio of your trannie. Example a 30dB trannie has a 1:31.6 ratio, therefore the capacitance of that cable makes your cart "see" 31.6x31.6=~1000 times the capacitance of that trannie-to-phono-pre cable!
Actually, it's the opposite, Axel. Since there are (many) more turns on the secondary side, the impedance seen looking into the primary of the transformer would be REDUCED from the secondary side load impedance by the square of the turns ratio.
As far as the op's question is concerned, in the absence of further information my instinct would be to have the longer set of cables on the secondary side (between xfmr and preamp), and to keep the cabling between cartridge and xfmr as short as possible. That way most of the noise which may be picked up in the cabling will not be boosted by the step-up transformer.
Regards,
-- Al