Thankfully, if you go into your purchase history, they give you a Steam key that you can redeem on Steam for the latest version of Crusader Kings II.

If you, like me, bought the game from way back in the day, they’re no longer updating the game for whatever reason. UPDATE (2): Since this is such a popular post and is still one of the top results for how to install the mod, here are the updated instructions: UPDATE (7): I haven’t bothered to run the Game of Thrones mod in a few years I find, for the hassle, it doesn’t actually make that much of a difference over the original Crusader Kings… but William recently commented on this post and suggested that this method works a charm, so give it a shot: