OK finally i found out hoe to sort problem and how simple once you know how...
I hope it works for you.
Ignore steam and startmenu or desktop Arma/OA starty clicky icon thingies.
goto to the following;
C:\Program Files (x86)\Steam\steamapps\common\arma 2
yours may be slightly different depending on windows version etc but once you find this folder inside is a file called... drum roll please...
called 'arma2OA.exe'
try double clicking you will find all works fine.
So create a shortcut to this file.
I so hope this works for you all.
Matty