Earlier this year I was able to play F.E.A.R with the Steam overlay and MSI Afterburner's Overly to look at performance. No longer can I. I tried everything. What gives? Google gives two results with no solutions.
Topic on Talk:F.E.A.R.
Simple guess - try launching Steam AND/OR MSI Afterburner as administrator. As far as I remember - FEAR's exe starts with administrative rights, so Overlays from programs that don't have the same rights may not be able to hook into it.