Which system are you using? Win 7? In that case on the right hand side of your task bar you have the 'Show hidden icons' button - press it and you'll see steam there. You can r-click it to launch games/exit it.
There is a known bug at the moment, my mate had it and not exactly sure how he fixed it I'm afraid. All I know is it was working last night so might be a temporary thing?
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