First game:
Chronicles of Riddick: Uses TAGES with limited number of activations. One week just after I got this, I was having problems with hardware, and had to reinstall windows from an image several times speread over that week. After each reinstall, I started up Riddick (having to reactivate it through steam) and started to play. The last time, it wouldn't activate - I had run out of activations.
There's no de-activation tool, and I contacted Steam, who directed me to Atari, who directed me to TAGES who said they don't undo deactivations and sent me back to Atari, who sent me back to TAGES, etc.
Atari's poor support was pretty well known on their boards.
The riddick game now has a note on the steam page that activations are restored after 30 days, that wasn't there then but i picked it up in the forums. And waited. After a month, no new activations. Two months, no new activations. I contacted atari and tages again, got the run around again, and gave up on it.
Maybe a year later, something reminded me of it and tried again, and I was able to install it. I haven't played it though, have lost interest.
Titan Quest/Immortal throne: Bought through steam. There's a big community fan pack that improves the game. Every time I install this, it runs exactly once. After that run, steam updates the game (even with update disabled) and the fan patch is disabled.
The only way I found to fix this was to copy the files to another folder, and use a No CD Key.
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Game 3:
Burnout Paradise: this game was incompatible with my sound card. The game itself worked fine, but something in the game's initial loading screen didn't work. If i switched sound off, the game loaded - but that was useless. It was a well known problem - lots of people posted fixes, all of which involved bypassing the loading screen.
I tried various methods, the only one that worked for me was a No CD Patch.
Game 4:
Ghost Master
A cheap strategy game on steam,
Game 5: Crysis
This SECUROM game originally came with 5 activations, and no way to extend that. There was a de-authorization tool, so you could remove the current activation - but I only found out about this after I ran out of activations. No good to me then. (This was one of the first games I had problems with, so I wasn;t aware of the de-authorization tools, etc. I still think they are stupid: if all games did this and I have, say, 20 games and want to move to a new rig, I have to hunt down deauthorization tools for 20 different games?)
I loved the game enough that I bought it and Warhead steam in a pack (for about £5), but both had the 5 activation limit problem.
Fortunately around the time of Crysis 2 coming out, they upped the allowed activations for these games to 50. That should keep me going for a while.
Game 6: Dirt 2 (more specifically, the ever-loved GFWL).
My first GFWL game. When i tried to install it, it told em it was installing GFWL, and would now shut down. I then waited for it to finish, and started the game up again - and it gave a message saying an update for GFWL needed to be installed. It seemed to install and shut down. So I started it up again], and... another install needed?
It turned out it wasn't installing the update, but just kept trying. The solution was to close the game down, use a browser to go to the GFWL site, download the update and install it manually. THEN the game would start.
Game 7: Batman Arkham Asylum (and GFWL)
Some months later - I run BAA for the first time, and am told, GFWL needs to install an update. I let it proceed, start the game up again, and get the same message.
I finally remember what happened last time (admittedly, after much swearing and retries), and do it manually outside of the game. And now it works.
Games 8: Numerous games, Steam Offline Mode
I'm one of those for whom steam offline mode rarely works when needed. Yes, if I remember to manually switch steam into offline mode first, then start it up again, it usually works. But I went through a period where my internet connection was flaky, and would often drop me offline. This lasted for several months.
In this instance, steam would politely inform me that offline mode code not be started because steam couldn't detect an internet connection.
None of the fixes posted online worked for me, and I got so frustrated, i came close to giving up on steam and and commercial games, and going back to pirating all my games.
Then my ISP fixed the connection, and that dark temptation passed
Those are the ones I remember off the top of my head.
All of those problems either would not have happened with the pirate version (no GFWL or activation limit, no need to check steam servers) or needed 'pirate' solutions to solve.