How to activate games onto Steam?

I've installed Mass Effect 1 and 2, Dead Space 2, and Crysis 2, but they won't add to my game's list on Steam. I even clicked on the activate game button, and put the code in. It says invalid Code, I've checked and reentered so many times, and it still says it's invalid key code. What is wrong, or what am I doing wrong. Thanks.How to activate games onto Steam?
Not all games are valid for installing on Steam. If you buy retail, unless the Steam icon is on the box, you can't register it with Steam. Instead, if you just want the Steam GUI in game, go to Add a game, and choose "Add a non-steam game" instead, then you can add it and have the GUI.