Please follow these instructions to activate a new retail purchase on Steam:
Launch the Steam client software and log into your Steam account.
Click the Games Menu.
Choose Activate a Product on Steam...
Follow the onscreen instructions to complete the process.
Please see the Retail CD Keys article for a list of games accepted for registration on Steam.
Important:Ensure that you are activating your game through the Steam application. The Steam website cannot be used to activate a game. If you have not yet done so, you can download and install the Steam application by clicking on the green "Install Steam Now" button here: http://store.steampowered.com/about/