Open Steam. Click the 'Library' tab Click '+ Add a Game..' Click 'Add a Non-Steam Game...' Select the game from the list or, if it is not there, click 'Browse...' and locate the .exe file Click 'Add Selected Programs' Done! Optional: If the game's name is messed up from using the browse button right the game in your library, click properties and change the name in the first box. Edit: Note, this will add it as a non-steam game. You will not be able to unlock achievements, look at your stats or see how your friends are doing on that game (also, if the game links with the Steam community you will not be able to easily join your friend's games). If you want this you'll probably be safest re-downloading the game through Steam - you will likely be able to keep your saves.