Buy ShellShock Live

For Steam CD Keys, you must download (HERE), install the Steam software and create a new account. If you already have a Steam account, once you log in, click "Add a game" (located in the bottom left corner), and then "Activate a Product on Steam". After a few more clicks, you will be prompted to type in your CD Key. Thus, the game will be activated and automatically added to your account library.

To use a Steam gift game, you need to own a Steam account and use the link provided to add the game to your library.