It is either: you have bought the Steam
version, OR you have bought the retail
(DVD) version and activated it on Steam.
In Steam, have you tried the autoconfig on the single player as well?
Is your Steam interface language set to English?
Have you disabled your antivirus before launching the game?
Have you tried uninstalling software that Securom copyprotection might dislike?
Does your PC meet the hardware requirements for the game at all? If you don't know, post your dxdiag report. In a window with scrollbar (use the "Scroll" button), see Posting your DXDIAG, using the Scroll button.