I'm not sure about MKX but usually most games can be activated on steam by entering the CD/DVD key on steam. This will then tie the game to your steam account. There are still a few games that have both a steam and non-steam version. In that case you have to buy the steam version to get a steam key. Before you buy it again see if the key will activate on steam.
Once you activate the game copy your original install into the steam/common/steamapps folder. If you're lucky you might not have to re-download the entire game, only the updated steam pieces.