Ok a few things. Fist have you installed anything else this intense? Game wise? It could be either the video card is getting too hot because half life 2 is a pretty intense game, it could also be that your power supply isnt enough for your system. Did you dl the latest direct X files? while I agree with the previous post, im not sure that a firewall blocking steam would cause the whole program to kick out.

What os are you running? other games installed? other issues with the computer? have you tried to uninstall/reinstall? might be just a fluke mess up. is the game new or have you played it on other systems?