I had issues with windows live registering my key for GTA4 but not my Batman's. If your having issues with CD keys you can try the following which seemed to work for me:
go to library in steam
right click game having issues
select local files tab
click button that says verify integrity of game cache.
That was the only issue I had with windows live, it kept telling me my cd key for GTA4: episodes from liberty city was invalid.
If you aren't referring to that, then ignore my post