Wotcha...

I have a friend who has L4D on Xbox Live. I'm on Steam.

Is there an easy and straightforward way of us being able to play L4D together from within L4D?

or do I have to install GFWL in order to play with him?

Does anyone out there have any experience with such things?

Have your friend buy it on Steam. Straightforward enough.

GfWL makes cross-platform play possible, but most games don't actually implement it.

Yeah the actual game has to support it I'm afraid, the only one I know of that does/will is Champions Online.

Halo 2 and Shadowrun are the only ones that I know that supports it.

SF4 apparently was meant to support it, if you set requests to enabled you'll keep getting challenges from xbox players even though you're on PC- but you can't actually play them.