Try completing all of the following instructions in the order in which they are presented. Skip any steps that do you apply to you.
Windows Vista, 7, or 8 users
Skip this step and proceed to the next one if you do not use Windows Vista, 7, or 8.
Completely exit Steam
Right-click on the shortcut which you use to launch Steam
Select "Run as Administrator"
Launch Steam again and continue to the section of this article titled "Verify integrity of game cache