Same issue here.
SteamOS at the moment is meant to compete with consoles, Big Picture etc.
Anyway, WIne has progressed alot since 2001. Right now I'm playing with Linux Mint 16 x64 and most dx9 games just work with Nvidia. Moreover Steam native client is working well, fastest on KDE from my personal expirience.
Back on topic, why is it downloading so slow ?
50 kB/s right now.