Well it was 40 bucks when I bought it so be glad it's at Wal-Mart for around 15-20 bucks.
But, if you have CZ, with Steam, and are able to download and play Half Life through Steam, then you should be able to install it to C: \Program Files\Valve\Steam\Steamapps\youremail\Half Life
it should work, i mean if im not mistaken cz, and cs are both using the same hl engine.(at least i know cs is, not too sure about cz...but most likely)
only thing i think would effect esf are the directories. which can easily be changed