Oh yeah, that happened to me once. If that keeps happening, try restarting Steam and checking your internet connection.
Doesn't mean that he tried starting the game right at the moment he started zeh game Just checkin , just checking..
logout of steam (click login as diff. user) and type in yer password on login manually. sometimes this fix's. alternatively, rename client.blob file thing and run steam, it should d/l a new one.
Delete the clientregistry.blob and relogon. If that doesnt work try the shortcut or start empires with the server browser.