Steam gift or curse

It seems everytime i buy a game off steam that isnt steam game ive either had huge problems or recently does not work at all and if i understand their refund agreement you cant refund your games and since my game wont work and i think it might be steam related because ive seen other people with same problem and no one seems to have a solution i just wasted 70 dollars on nothing has anyone else had problems with steam games that arnt steam and also the customer support for steam is probably one of the worst supports i have ever seen for starters they never answer and they dont even have live help so they can just ignore your problems.