Also known as Out Of This World, Another World is a pioneer action/platformer that released across more than a dozen platforms since its debut in 1991. Along the years, Another World has attained cult status among critics and sophisticated gamers alike.
Go to: http://store.steampowered.com/ and download STEAM client
Click "Install Steam" (from the upper right corner)
Install and start application, login with your Account name and Password (create one if you don't have).
Please follow these instructions to activate a new retail purchase on Steam:
Launch Steam and log into your Steam account.
Click the Games Menu.
Choose Activate a Product on Steam...
Follow the onscreen instructions to complete the process.
After successful code verification go to the "MY GAMES" tab and start downloading.