http://bugs.winehq.org/show_bug.cgi?id=10719
--- Comment #7 from Stefan Dösinger stefandoesinger@gmx.at 2007-12-14 03:38:20 --- You'll have to fix how Nautilus calls wine then. Maybe the mimetype declaration allows you to set a flag where to start the app.
Konqueror runs Steam just fine, fwiw.