It works on pre-orders for Dark Souls and Legend of Pegasus (which is currently 15% off).
Both of the games use Steamworks, so they’ll need to be activated on Steam. Keep in mind that Dark Souls also requires GFWL.
Edit: Wanted to clear something up. One of the GMG forum moderators checked with his team and found out they are selling Steamworks keys on the site, so their copies require Steam. The game also has a GFWL requirement.
This doesn’t mean globally Dark Souls uses Steamworks + GFWL. Only pertains to the copies GMG is currently selling. For example, you can also buy the game from GamersGate but that version uses SecuRom + GFWL. (Update: Looks like GamersGate changed the description to say it’s a Steamworks game. So it looks like the game will be a combo DRM package of Steamworks + GFWL similar to DiRT 3.)