The game Half-Life 2 seems to be almost done. Valve started the preload of the game on its Steam servers.
Valve is using the so called Steam client, to allow people to download its games and pay for them online. For Half-Life 2, Valve have started a preload phase, so people can pre-download large parts of the game now.
"Pre-load now. Purchase when ready. Play the moment Half-Life 2 is made available.", Valve says. All you need is the Steam client and a fast internet connection. After the game has gone gold, you're able to purchase it online or use a HL2 voucher (For Owners of an ATI Radeon 9x00 graphics with bundled HL2 voucher) to get the game.
At the moment, you'll need a bit of patient, since Valve's servers are already very busy and have trouble to handle the huge demand.