Incorrect actually. There is a solution. I was reinstalling RSII and ran into the same problem when it occurred to me that I had gotten around this before since I was playing RSII like two months ago. You actually need to replace the RTW, BI and ALX .exe's (or whichever one you're using to launch RSII) for the Steam version in your directory where you have all the stuff for RSII installed with the CD .exes. That's how I got it working. You should be able to find them easily enough online.