Some people like me actually like the steam chat to show up when playing a game. Also this will allow people to see what game I am playing. If you do the following I can quickly launch the game and have the benefits of steam. 

First we need to add the game to the steam library. 

1. Start steam.

2. At the bottom left corner of the screen click Add A Game...

3. Select Add a Non-steam Game...

4. Put a check mark next to the game(s) you want to add.

5. Click Add Selected Programs.

Now to add the shortcut to the desktop

1. Start steam (if you followed the first part its running  )

2. Right click on the game you want to create and select Create Desktop Shortcut.

3. Minimize steam

4. Right click on the newly created shortcut

5. Select Properties.

6. Go to the Web Document tab and click Change Icon...

7. Click Browse.

8. Go to the folder where you installed the game and select the executable.

9. Click Open

10. Choose the icon you want and click OK.

11. Click OK again. 

12. Viola!!!

Now you can shift tab to pull up the steam browser while in game