There are details on CapCom Unity on how starting tomorrow, owners of Dead Rising 2 and Dead Rising 2: Off the Record can choose to make the transition to Steamworks support. They explain how users can get their Steam keys and transfer save game progress, but warn that while DLC purchased on the GFWL marketplace can continue to be played under GFWL, it will not be available on Steam. Here's an overview:

If you already own these games either through Steam (as GFWL titles) or as boxed retail copies, you can acquire a free Steamworks copy by following the instructions below.

Please note that if you have the GFWL version, you can certainly continue playing there. All of our applicable GFWL titles continue to support LIVE features and will function normally. To continue playing on GFWL Service though, you must maintain a separate installation using the GFWL activation key.