You're telling me I have to deal with STEAM to get Fallout New Vegas?! Dear lord, I'm a dialup user! I've bought two games that I can't even play thanks to that demonic program.
*sigh*
You don't need Steam to download anything bigger than a few megabytes. Just install Steam from the disk, create an account, install New Vegas from the disk, shut Steam to offline mode.
At any rate, this thread should be locked down soon, further questions in the official Steam/NV thread.