Actually, just happened to me, her, and a friend of ours on an internet connection too. All shiny new Steam installs. We got ours yesterday, he got his today (and knew nothing about it, nor anything about cheating it).
Our friend and myself are both on Windows 7. My wife is on XP.
On a side note, any idea why she and he would have no problem with the Steam overlay, but mine crashes every time (before the splash) unless I disable it?