it works with other game to?
Haven't tried it on other titles but it looks like the taragama method is easiest to try:
I Found up a Solutions for this Trouble:
MAKE SURE YOUR WH40K DoW II DVD IN YOUR DRIVE!!!
Exit from Steam completely (make sure it is not running in the lower right System Tray).
Right click your Steam desktop shortcut and select "Properties".
In the Target line, add "-install d: (or the letter of your DVD drive)" to the end of Steam.exe. A default installation will look like this: C:\Program Files\Steam\Steam.exe -install d:
Launch Steam from this shortcut. It should continue the installation process.
This process take roughly around 15 to 40 mins and it read from the DVD FINALLY!