Quote Originally Posted by Monk View Post
Did some digging and found this thread at the Paradox forums: http://forum.paradoxplaza.com/forum/...g-a-Steam-copy

It's a known issue and they've been working on it. If you have problems file a support ticket and paradox will set your game up manually.
Yes, that was me that posted (I made an account way back to register HOI3, and figured I may as well use it). I'm currently in conversation with one of their support staff, having filed a ticket.