Again, in step 4 of this tutorial:viewtopic.php?f=2&t=16422
don't just click that link. Copy it to your address bar and replace the example with your own CD Key from Steam. Go to that custom address. And make sure to follow the instructions closely to make sure that you type it correctly.
You did preorder from Steam, right?
If that's not what's happening, please explain exactly what you're doing.