Why do you have to install steam to use the retail version?
I do not have the retail version myself but as far as I know you can just insert the DVD into your drive and install the game from it. It is DRM free and does not have to be activated via Steam.
Yes, the game comes with GOG key and the steam key - GOG is like digital backup and steam key is needed only if you want to use steam related content like achievements etc. But if you do not want to use them - then you can just play the game as it is installed from DVD and do not have to install steam.
When i put it in there pops up a Steam Installer if i cancel him the complete Setup closes!
