I just bought the platinum edition (dawn of war, winter assault, and dark crusade) about a week ago, and I can only play dark crusade online, with it's two races. The five other races are locked.
I checked the registry today, and even though they weren't in the place described (I'm using vista if that matters), they were under software, but one folder in deeper(under an usually named folder), I saw no Winter Assault folder and no dark crusade folder (that's normal? keeping in mind that I downloaded all there of them) as well as a key for dawn of war.
I then tried to log in using Dark crusade (I haven't bought soul storm yet) and I could indeed start a match. I quickly left, went back out to the registry and noticed that dark crusade had been added just below the dawn of war entry, with a CD key associated with it. However, now there's no CD key under the dawn of war entry!
Where do I go to next? Who do I call/where do I go/what do I do? If I do end up having to call THQ, what information will they need form me?
I think that by now it's safe to assume that you've solved the problem already, but in case you haven't, or other people are having similar problems... You do need to start each of the older games up before you can play as any of the older races. For some reason, steam does not detect that the older games are installed until you start them up (even if you've downloaded them, and that may be what is happening with the folder you are describing. So I think that it's normal behavior. Just start up DoW, DoW:WA, and you should have access to all of the races. If you check that folder, CD keys for the older games would probably appear. (my guess, I could be wrong too :/ )