No $9.95, the $19.95 edition is the one with HL1, Blue Shift, Opposing Force and Team Fortress Classic, the $9.95 edition is just HL1. And why can't you install from the CD-Rom? It goes a hell of alot faster than downloading it from Steam. So I advice, that you just install Steam, install HL1 with the cd-rom and then play it. I did it too and I find it going faster than downloading it from Steam.
Just make sure you don't buy Half Life: Source as that is incompatible with ESF.