@Amygdala All resolved. As per our conversation Amygdala, it wasn't the Steam linking it was the FAF Client not pointing to the correct location on my PC.

Can anyone tell me what this means. When i open the client I get the message "The specified location does not contain a valid Supreme Commander.exe and is therefore is no valid Forged Alliance installation".
I have a Steam version of Alliance and I linked the accounts as asked.