I purchased a physical copy of Mafia 2 DLC edition, registered the game on Steam and used it to install the game. Once I installed the game using both DVDs, it started downloading a 7.3Gb update using Steam.
Once completed it asked to install the game again and when the installation was complete it started downloading the 7.3Gb again.
My internet connection is slow and it takes 2 days to download 7Gb.
I read on internet that other people have had a similar problem but the reported solutions didn't work for me.