Originally Posted by Molokov
(Of course, if you get the Steam version, this doesn't apply - I think Steam requires an internet connection to play, even if the game itself doesn't)
I think the way Steam works is that it tries to log in to the Steam servers if you run Steam while connected to the internet. If you aren't connected, it will let you run in offline mode. As such, you can play without having a connection once the game is installed correctly.