In Lordran, the flow of time may be distorted, but eventually a hero always triumphs/staves off the darkness briefly/plunges us into a different dark age. The Steamworks version of Dark Souls is now out, a little later than planned, and lets folks transfer their saves and achievements away from Games for Windows Live. Splendid. Do switch on over now, as it's not much hassle and profile transfers won't be available forever; they're only guaranteed until February 16th, 2015.
If you own Dark Souls on Steam, which I assume is most folks who've bought it, here's how it basically goes: let Steam download a small Dark Souls patch, launch the game, marvel at the cascade of Steam achievement popups rewarding you for being so mighty, close Dark Souls, opt into a beta version of Dark Souls, then relaunch the game and that seems to be it? It's free from GFWL now? Splendid.
I dread to imagine how messy things would get if Steam were to shut down.
For full instructions and for what you should do in other circumstances, read the announcement. Folks on the comments there have solutions if you're using DSfix's framerate options and run into crashes. It sounds like DSfix needs an update to work fully with this latest version, but I'd be surprised if creator 'Durante' doesn't have that out soonish.