A program is a piece of executable code. If you run a batch script that does nothing more than produce "HELLO WORLD!" on a command prompt... guess what? That's a program. Please stop misusing the term as such.
If you're worried about the game not showing up in Add/Remove Programs, don't be. As Oogaland said, that only shows installed programs that registered themselves with Windows. SRB2 (and most games from the Internet and/or pre-Windows era) do not do this, and as such gain a bit of portability (seriously, you can launch SRB2 from a flash drive with no consequences). It doesn't make it any less of a program, given the definition as stated above - it remains a piece of executable code.
And I fail to see what Steam has to do with this. If you're actually suggesting we submit our game to Valve for release... well, we might as well submit our game to Sega for release, because that is an incredibly farfetched idea that will most likely never work out. In the more likely even that you just want to create a shortcut to it on your Steam games list, then go right ahead - Steam lets you do that for pretty much any program on your computer, regardless of whether it's in Add/Remove Programs or not, or even if it's not a game (seriously, you can boot Microsoft Word from Steam if you really want to). Nobody's going to look down on you for it. Most of my Steam friends do it. I do it. Just do it if you really want to.
