1- Download, install , update, and create steam account 
http://cdn.steampowered.com/download/SteamInstall.msi

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2-Close the steam and Download the patch "1.0175 FuLL update"


Extract the files to your MW2 folder ( the folder where you installed the game )
replace the files if its ask you..

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3-Download The New patch 1.0175 (you HAVE to download BOTH patches)


Extract the files in MW2 folder and replace AGAIN ( the folder where you installed the game )
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4-Run steam and log with your account, then go back to Garena, "settings" and select "browse"

C:Program FilesActivisionCall of Duty Modern Warfare 2iw4mp.175 ((or wherever you installed the game))



*
check your firewall maybe its blocking the connection

click on Allow if it asks you.
*

when you join to Team Death Match Or what ever you want to play,  wait for 3 or 4 Minutes.
 

Thats its .. !! just enter the room and start the game.

ENJOY!! :)
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some edit's :
first add and copy the files from the zip file
than overwrite the files from te .exe file
you don't need the "zero gear" game to run it, just use garena.