In order to run HL2 you have to connect to an online server when logging onto the account you first have to setup with user name and password. The game maps are never actually installed onto your hard drive. You first connect to the Steam servers and run them there. This is due to the size of the maps themselves which are quite vast. Upon first setting or simply connecting you besides seeing the needed finish of the installation updates and other things like news on new games available are downloaded. Drivers for the game are also periodically updated. Once you get connected online the error message will disappear once the account becomes active.
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