Hmm, I bought my copy thru Steam, so don't exactly know the format of how they deliver the retail version.
My guess would be:
Install CS:CZ and the deleted scenes
Install and run Steam
Double click on CZ (may be greyed out may not be)... I guess it will hopefully ask for your cdkey or pick it up from teh registry and then hoipefully try and convert your existing files into a steam cache, downloading the update too.
EP, glad to see you come back and tidy up...did want to ask a one day favor, I want to enhance my resume , was hoping you could make me administrator for a day, if so, take me right off since I won't be here to do anything, and don't know the slightest about the board, but it would be nice putting "served administrator osnn", if can do, THANKS