http://wiki.tripwireinteractive.com/index.php/Dedicated_Server_(KillingFloor)#Installing_SteamCmd_2 suggests to login with your steam user, if you do that does this problem resolve itself?
That solved the problem. Thanks.
Glad to help.
Nothing extracted yet.
I want to update Killing Floor but I get this error message:
Do I need the game to run a dedicated server? Previous updates worked.