Make sure that your Steam profile is public, otherwise GOG won't be able to see which games you have. If you've done that try hitting the 'Refresh' button on the Connect page.
If it still won't recognise the game you can try bringing up your problem in the Introducing GOG Connect thread
as it seems that GOG employees
(called 'blues' as the text in their replies is blue) occasionally visits that thread (they never visit this thread
as far as I know). You could also look for a thread about such a problem or create one yourself; as long as the issue is clear in the title you MIGHT get visited by a blue, or they may at least take notice. The safest bet though, is to send in a support ticket, they will likely want a link to your Steam profile so that they can manually check that you own the game.
All of the above is a good shout. Do try and refresh your library and check the GOG connect thread linked above, and if you've still not got any luck, send a support ticket. Give them a couple hours though :)