If you're talking about the retail purchased version, I don't think that you can register it with steam, unless you bought it on steam. As far as I'm aware, only valve games, and a select number of other games can be registered onto steam if you've bought it via retail, rather than online.
Edit: But yea, what the poster above said, works as well if you have it installed :P Completely forgot about that.
Call of Duty 4 is in my Steam games list, because I bought it on Steam. If you bought the retail disc, the best you can do is use "Add a non-Steam game to My Games list" after you've installed it from disc. This basically just creates a shortcut to the game inside Steam.
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