Ok, thanks but i found out the solution.
- I downloaded the zip file of openxcom.
- Copy everything to the steam folder of xcom.
- Copy everything in xcom folder of steam folder to data folder.
- Change the openxcom.exe to dosbox.exe
This way it registers the time you've played on steam. It may not be important for many people but people like me might enjoy it.
This is a great idea, and it worked well for me for UFO Defense.
However, when I tried to do the same thing for Terror from the Deep, when trying to launch the game Steam told me that the executable is missing. If I tried again, it downloaded the original files again. Any ideas, anyone?
EDIT: I see the problem. I deleted the original content of the folder first, which was a mistake. If I leave everything there and just overwrite with the openxcom contents, it works.