Did you buy the game from Steam or from Humblebundle? If you bought it from Humblebundle then you might have downloaded the DRM free version which is supposed to be used if you don't want to use Steam. You should have recieved an email from Humblebundle with a link to a page that shows you your downloads and game keys that you bought. You should find your Steam key there and it will let you activate it through your browser for your Steam account. Let me know if it worked or not.