How do I add a non-Steam game onto Steam?

Some of you may think it's not actually possible, but it's actually quite easy to add a non-Steam game or even an application to Steam as the functionality is already there!

Please note that these instructions won't magically convert your game into a Steam version of a game (i.e. you'll be unable to access Steam achievements or purchase Steam DLC for the game) but it will allow your friends to see what non-Steam game you're playing and allow them to communicate to you through the Friends interface.

Step 1
Navigate to your Steam LIBRARY page and then click on the link in the lower-left corner "ADD A GAME..."

Step 2
Select the "Add a Non-Steam Game..." option.

Step 3
Select which game or application you want to add by ticking the box next to the name of the game or application and then clicking on "ADD SELECTED PROGRAMS". In this example, I've picked Resonance.

Step 4
Your non-Steam game or application should now appear in your Steam Library. Double-clicking it will treat it as if it's a Steam game in that you're free to access the Steam interface in-game.