ok well, since you havent played Sin yet,
Go into your Steam folder and move the .gcfs elsewhere, uninstall Steam go to the Steam folder and delete it.
Then search for Steam.dll and Filesystem_steam.dll and if they exist repost if not, go to
and get the latest client install, then move the .gcfs back to the correct folder if you do not know where repost, then verify the cache files by right clicking on Sin Episodes, properties, advanced verify ( think ) and then try the game,
if not then it maybe due to corrupt Winsock files at a guess, just follow these guidelines.