Steam Errors

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Hey new to forums and whatnot, sadly here for not such good reasons.
I recently downloaded Penumbra:Gold Edition off of Steam, but I'm having some trouble. Every time I start the game it shows the "loading Penumbra" message for about a second then just disappears, I already contacted Steam and they told me to seek help here.

I checked everything that I could, all my drivers are up to date, my Windows XP is fully updated, and the game cache is intact. Any help would be immensely appreciated as I'm dying to take a stab at this game

 

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Question: Have you installed Open AL?
If you canceled the installation of this file/program/interface immediately after downloading Penumbra via Steam (as I did), then Penumbra will not start at all. Furthermore, you'll have to find and download Open AL *manually* via the interwebs. Or at least that is true of my initial experience with Steam & Penumbra. If this *is* your problem, just do a quick search for "Open AL" on Google and you should find what you need.