Steam problems

[EWRFan]

Hi there. I purchased the game off Steam two days ago and I have been able to play it, but I don't think it is installed or something. Here is the thing:

Whenever I click on the desktop shortcut that was created when I purchased the game it says something like "First time installation" or something similar and a bar starts to fill up. Suddenly, a pop up appears saying something like "this product cannot be installed because it failed Windows authentification tests" or something like that and it aborts the install. I am able to play the game (although it takes a long time to load, even when I exceed the recommended specs by a small margin) but it does not show up in my programs list (in control panel) so I don't know how to uninstall it (if I ever needed to). Also sometimes the game refuses to boot for no particular reason.

I am extremely addicted to it and I would like to resolve this issues. Can someone help?