I own World at War on Steam.
Today I decide to try launch the game from gametracker.
I click join a server I like. Gametracker Lite ask which version of WaW, retail and steam, I choose both. The game doesn't connect automatically like in Battlefield 1942, 2 and 2142.
Can someone help me solve this?
And it seems that every game that I own on steam is like this.
Thank you

If GT lite did not detect your game, this thread should be of some assistance;
http://www.gametracker.com/forums/forum.php?site=1&thread=72341

You'd have to let GT lite know where the game has been installed.
The instructions on how to do so can be found in the thread above.

Specifically this;

- If GT Lite did not automatically detect a game that was installed on your computer, then you will have to let GT Lite know where the game is installed on your computer. This can be done using the "Add Game" window, located in the "Games" tab of the "Settings" window.