The in-game Steam overlay refuses to work for my Skyrim. My Skyrim was digitally purchased through Steam itself; and oddly enough the Steam overlay "press (key) to access Steam" prompt appears in the bottom right corner as it does most games. However, from there, when I press the key to access Steam it will simply not open. It doesn't even really seem to try.
I use Windows XP Home Edition (32bit) and run with quite recent nVidia GeForce GTX 260 drivers.