There's a different option if you want.
If you go up to the Games tab, there should be one called "Add a non-steam game...". It should populate a list for you of all the games you have on your computer. Click the box next to EVE, and it will let you launch it from Steam along with all your other games. This way you can pull up the shift+tab overlay, and it will also show you as in "EVE Online" on your friends list.