I recently went on a Mac game binge, bought Braid, both Penny Arcade games, KOTOR and Bit.Trip Beat all in the same go. 
 
Now, I have a slight question for anyone who has already bought it off here, whenever I boot it up it tells me to connect to Steam for the full experience. But what it doesn't explain, is how to activate it on Steam in the first place. Does anyone have any idea what to do?

I would assume it gave you a CD key at some point. You should be able to enter that CD key in steam by clicking the "Add a game" link in the bottom left corner of Steam, followed by "Activate a product on steam".

Same problem... I know how to enter a new game into Steam, but i did'nt find any CD key... Where is it?
 
Thanks.