I am currently using Ubuntu 12.04

I am attempting to install steam using the post in omgubuntu.

However, I am running into problems when the command sudo dpkg -i steam.deb && sudo apt-get install -f.
I get the message that the version of Zenity is too low. The minimum required version is 3.4.0-0ubuntu4 while I currently have 3.4.0-0ubuntu2

I tried sudo apt-get install zenity but it does not update it and gives the following message: zenity is already the newest version.
I also tried installing via the ubuntuupdates website for the latest version of Zenity, but it still does not work.Ubuntu Software Centre indicates that it is already installed and provides no option to update. :(

Any idea how to update Zenity in my system?