I have had issues with the steam version being very bad about loosing keyboard control. with CO it runs well about 98% of the time. the loss of keyboard focus still occurs and is especially prevalent if another window pops up and steals focus. you may have to alt tab and zoom in and out a lot as well as hitting escape to get to the menu an back several times to return to normal.
This game runs well other wise. I have installed it direct from cd as well as run the steam exe to make the bottle so if you have it on steam and its going wonky using the tie in CO to make the bottle and create a launcher from the steam exe will work well for you.