What is the name of the turkish step dance, that is danced in weddings etc.?

You mean halay?

Here's some info on halay from wikipedia.

Typically, Halay dancers form a circle or a line, while holding each other with the little finger or shoulder to shoulder or even hand to hand with the last and first player holding a piece of cloth — usually called "mendil" (from Arabic).

The Halay has spread from Anatolia to many other regions, such as Armenia and the Balkans. It is a national dance in Turkey and Armenia

The only thing that came to my mind was Sirtaki (Greek). Too many folk dances include holding hands dancing in the circle... I gave it my best shot with the search engine, see if this page has what you're looking for. http://datafox.org/greek/rh-chasapiko.html

This is called the, "Numa numa dance." Just type in, "numa numa dance," on yahoo or Google to see the video. Have fun at the wedding!

ITS THE TIGRIS RIVER DANCE