Mine's going right now. When Steam started this morning I glanced down at it, and it had a different icon. It's the same little symbol but with a line coming out of the top of it, and it's usually only there when you're downloading something, so I looked at it sort of puzzled at first and then checked out the monitor. Sure enough, second part of the HL2 preload was going.
so you didn't click on HL2, and it started on it's own? hopefully mine will do that too.