Dark Souls fans have been quite clear about one thing: They're not happy with Games for Windows Live. In fact, you don't really need to be a Dark Souls fan in particular to feel that way.
Nonetheless, Bandai Namco has announced details on how Live saves from Dark Souls: Prepare to Die can be migrated to the Steam version in November 2014.
If you own Dark Souls: Prepare to Die Edition on Games for Windows Live, you can redeem your Games for Windows Live token on Steam to get the game at no cost. There will be a period of time in November where you can transfer save data, from character and progress, to their Steam account. Only Rankings won't be transferred to Steam.
Bandai Namco has yet to announce the exact start and end dates for the migration.