Become a MacRumors Supporter for $50/year with no ads, ability to filter front page stories, and private forums.
I've gotten it fully installed in Parallels, but the OS is limited to nvidia graphics cards, so currently all you get is a blank screen. I was going to put a full guide together, but it'll have to wait until it'll work properly. Note that the virtualbox guide is only part of the story- they've only gotten as far as installing Linux from the SteamOS image (which I've done with parallels), which is not the full SteamOS experience.
 
Managed to get it on VirtualBox. Had to install it into a VM via memory stick. Even then, it was slow as hell at times and had a large number of graphical glitches.
 
Register on MacRumors! This sidebar will go away, and you'll see fewer ads.