Game Skyrim Forum
http://www.gamesas.com/
http://www.gamesas.com/had-skyrim-now-problems-installing-legendary-t334700.html
This process is only intended for retail store bought copies of Steam games (ie. Left 4 Dead, Modern Warfare 2). It will not work for backup discs of any Steam games
I bet the problem is that you already had a copy of Skyrim on your Steam account. This is causing a conflict with the new installation. If you get contacted by Steam Support, I would recommend to them to remove the previous Vanilla Skyrim code from your account. Hopefully, this will allow you to install the Legendary package.
Steam's DRM is fairly tame, but it does have problems when you install multiple copies of the same game. This usually happens when you already own a copy and then try to install a package deal that also includes said game.