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Penal Zone is the first episode of Devil's Playhouse, so if they activate DP it would count as activating that episode (plus all the other ones).
You should ask support, it does sounds like a bug on the side of steam's database.

Devil's Playhouse is the whole of season 3, Penal Zone is season 3 episode 1.
Should not be a problem technically, although I suppose SGtools may need to add it to the false positive list.

Edit:
Also, if it's a key from the Humble Telltale bundle from a while ago, I just confirmed that activating the key adds all 5 episodes as seperate entries in your steam library. (having a spare key helps ;) )So there should be no problem at all.

I won one game and this game was 2nd one and not this one which i won. A check it like received because i win game and of course i wrote with creator the GA who said that he do a mistake. After that i was blackilist for about 3 people because i don't activeted the game... One person told me about it so i change after wrote to support (i have proof for that) to don't receive. The creator of this GA blacklist me... This was poor.

So my advice is delete this GA and create new one, and maybe do whitlist whith this people (or group) who join previosly.

Ps. Sorry for english bu i watch the euro 16 match now :P

I don't know how the game could change but since the GA is not over yet just delete and select the correct one http://store.steampowered.com/sub/4172/

I experienced the same problem. Thought it was my mistake but it rather seems to be a bug if you experienced it too.

It's just a Steam bug. These old TellTale games weren't adapted to other platforms and use the original TTG web distribution/CD format, so they actually add 5 (or 6 in case of Sam & Max Season 1) individual games to your account, where only the first one has a store page, the others are redirected to that store page. This is why you see 3-5 hour play times on full game reviews as well for them.