I just tried to add you, says "The gamertag you entered does not exist on Xbox LIVE".
Interesting.
EDIT: Oh, Rudy, I too have L4D2 on Steam. Except my laptop threw a hissyfit, lagged like a motherbitch, decided to give me graphics from the 90's and crash :3 So I "sold" my Steam ID to a friend, who now uses my L4D2 happily~
And yer wonder why I prefer console gaming...
EDIT 2: I bought Live today for 3 months. Ł6. Ł2 a month. So um yeah... As I'm not American, I certainly don't pay $5-10 a month