first download the half-life and CS
then use
gcfscape to extract all the files from the half-life.gcf and counter-strike.gcf to the same folder
then you'll be able to run the HL directly, and run CS with "hl.exe -game cstrike"
if still have problems, search for filesystem_stdio.dll file in the Steam install dir and copy it to the HL main dir
as you already have the HL cd-key this shouldn't be so bad