Simple just dont install steam,
1. Install HL
2. Update HL to 1.1.1.0
3. Install ESF int he HL Folder.
4. Done, now you can play without steam but onder WON.
However, WON wont be available for much longer, so eventually you will be forced to play it under steam.
And esf 1.2 is made to run under steam NOT WON, so if you got any problems, we cant help you much.