Indiegala offers Steam key downloads of The 39 Steps for Windows and Mac for free when you join Indiegala's Steam community group and register your email. (Scroll down to find the game.) That's the lowest price we could find by $15 for this interactive novel.
You'll need to link your Steam and Indiegala accounts to activate the game. (If you don't already have one, you'll need to create an Indiegala account.)