Installed the game and Steam happily told me it would take over. I thought "oh crap," because I've had more than one game screw up when Steam is involved.

Well what a surprise, it's happened again. Steam has claimed it's installed the game and shows it in my library. I can click "play" and the menu comes up, says it will detect my system and set the graphics appropriately and everything like normal, but when I click the "start the game" button.....nothing happens. Absolutely nothing happens. Other than that I notice that I have no desktop icon and no Fallout New Vegas in my Start ----> Programs list either (checked both Bethesda and Steam folders). The only place it shows up is in my Steam library.

What the hell?!? What has Steam done now??