Dirt3 for PC does not launch without some additional software sadly. I looked around the forums and answers were spread out as usual. Here’s the definite fix because no one seems to have it all in one location.
Assuming you have Steam installed and are signed in, and you have downloaded Dirt3
Start > run > services.msc
This will bring up the services management. Ensure that ‘Background Intelligent Transfer Service‘ and ‘Windows Live ID Sign-In Assistant‘ services are Started and enabled to automatic. If you don’t have the Sign-In Assistant then see the next step.
Download the Windows Live Sign-in Assistant http://www.microsoft.com/en-us/download/details.aspx?id=15106 This is an older version, 6.5 that does not come with the Windows Live Messenger/Mail extras.
Download the Games for Windows Marketplace Client http://www.xbox.com/en-US/live/pc/downloadclient
Launch Steam and then Dirt 3. The game should install some additional software and then launch successfully.
Additional Note : If you are using Motion Joy with a PS3 remote, set the profile to Xbox 360 and it will work properly.