Firewall maybe, sounds stupid, but L4D demo crashed everytime I ran it until i turned off zonealarm, then it was fine.
Have a look in the console. If you don't know how to access it, you have to enable it in the options, think its under keyboard setting => advanced. Then it's the ` key, at least mine is.
Post on the Steam forums. If nothing works, try reinstalling CSS - it's worth a shot.