This means 1 of 3 things.
1. Your Steam installer maybe corrupt, try redownloading from it's actuall website, don't download it from links because most of the time those downloads are corrupt. Go to www.steampowered.com, go there and redownload it.
2. Have you obviously ran H-L through it? It's only slightly posssible but one of your hl files might be corrupt, this altering your whole Steam account. Try creating a new one.
3. What icon are you using to open your Steam? The one you should be using is the small one in your 'shortcut to programs' bar at the bottom of your screen. Just right click this icon and a list of options will come up (games,servers,options) this is the icon you should use.
I hope atleast one of these help

Try
http://www.steampowered.com/faq/forums