Super Street Fighter IV Arcade Edition on PC is transitioning from Games For Windows Live to Steamworks this week. The transition will happen starting May 30th.
If you purchased Super Street Fighter IV Arcade Edition for Steam, starting May 30th, you’ll be given the option to download a new Steamworks version of the game for free. Once you boot the game up, it will allow you to copy your GFWL save data over.
Additionally, Capcom note that the GFWL version of the game will continue to function normally “for the foreseeable future” (presumably until GFWL shuts down).
There are also instructions for how to update your game if you bought a retail version of Super Street Fighter IV Arcade Edition for Games For Windows Live. You can view those over at Capcom Unity, along with other details (like how you won’t be able to access your DLC).