"You must be logged into Steam to play Batman: Arkham Asylum" error message

I have a problem over Steam. When I open the Batman Arkham Asylum game on Steam it shows this error message:

You must logged in to Steam

But I have logged in Steam! It still shows the same error. I am very confused over this problem.

What do I have to do to fix this?

Solution 1:

You not only need to be logged into Steam, you also need to buy a copy of Batman Arkham Asylum and add the game to your Steam account. Instead you've used the "Add Non-Steam Game to My Library" option to add a shortcut to your library. This doesn't add the game to your Steam library, it only lets you launch games that don't require Steam from the Steam client. It doesn't work with games that require Steam, like Batman Arkham Asylum.

Once you add the game to your account and download it, it will look like this in your library: