Bioshock came with SecuROM PA protection. As well as the usual angle based protection it will also only work with online activation. SecuROM is a highly invasive protection system that doesn't uninstall properly and you need to dig out of your registry manually. The jury's still out on whether there's a rootkit element to certain versions of it as well.

You say there's no literature with the game, did you buy it second hand? If you don't have a keycode with the game then I don't fancy your chances of getting it to work legally.