Hi there, and thanks for your support! With the expansion, sounds like you didn't enter your license key for that. That should have come in an email to you from Steam when you ordered it, but it would also be visible when you hit View Game CD Key on the right-click menu of Steam. Most likely you already have the AI War key entered into the game, but simply not the Zenith key. You can enter that key on by going into Settings, then Expansions, and there's a line where you can click to enter the CD key for it -- then you're all good to go!
Hope that helps!
