I've bought around 50 games off Steam and have never had an issue with any of them - because Steam works fine. Install Steam, create an account, find a demo you want in the Store, download it and once the download has completed you hit play and Steam launches the game. Nothing tricky in that, and Steam manages all the downloading and updating for you - you just click play and you're away laughing. Steam even installs any required prerequisites during the first run so you don't have to hunt around the internet for additional installers.
It's unfortunate that Steam doesn't seem to want to work for you but given that you're the only person I've ever seen to have problems even getting games to launch, the issue is more than likely going to be with your hardware. Earlier in the thread you said you're using an Atom 330, which is a low-power low-speed netbook CPU - the majority of titles on Steam have a Core 2 Duo @ 2.0GHz as the minimum spec. If your graphics chip is just as wheezy it's a good bet that your computer (which based on the CPU I'm assuming is a netbook) is simply not good enough to run the games.