Steam is an online games storage system/market.
You make an account, buy games through it, and then have access to them (downloading them) at any computer you want as long as you log in.
It's a form of DRM, but with community features (Friends list, groups, group servers, etc...) and it's GOOD DRM (I can't believe I said that) because it allows you to install the games wherever the fuck you want, as long as you're logged in.
Oh yeah, there's also tons of indie games, and games are also mostly cheaper there because you're not paying for packaging, store space, the disks, publisher logos everywhere, location in the store, etc... And it's convenient to have them available for download 24/7, wherever you are
Also Alien Swarm is awesome.
Blizz Add me.
http://www.steamcommunity.com/id/NAMKCOR