To do so on Windows:
Click Start > (My) Computer
Locate the hard drive Steam is installed on. By default, this is C:
Right-click this drive and select Properties.
Click the Tools tab.
In the Error-checking category, click Check now...
In the dialog that appears, check "Automatically fix file system errors" and "Scan for and attempt recovery of bad sectors."
Click Start.
If you are scanning the C: drive, you will be asked to schedule the disk check the next time you start Windows. Accept, restart your computer, and allow the disk check to start—do not press any keys to skip the disk check.
Allow the disk check to complete. This process may take up to several hours, depending on the size of your hard drive and the number of errors