Register your game above left at 'My Games' and post in the Tech Support Subforum, unless you have already.
Please post your OS (WindowsXP/7/8; MAC, Linux).
Also your Dxdiag either as a file upload or better just copy and paste the file in there with
tags around (available as an option in 'Advanced Reply').
Have you got all NET and VisualC++ versions and are they updated ?
Can you play the game directly via the ck2.exe or the ck2game.exe without Steam ?
Did it never work at all or did you already play before fine ?
Disclaimer: I'm just a forum member. AndrewT is the official support person.