Is it one of the S.T.A.L.K.E.R. games?

NO.

Well 4 people and zombies makes me think Left 4 Dead, other hints say no though...

Half Life 2 Ep 2? It's not a boxed "game" and it doesn't cost 6.99 though...

No. Where did I mention 4 people?

Those 2 friends (which need not mean "people" as in humans) appear from time to time throughout the game but you don't control them.

OK, I'll accept this as the right answer, though it's not precise but I'd say it's close enough.

It's Half Life 2 Episode 1

6.99 at steam.
http://store.steampowered.com/app/380/
And I got the boxed version:
http://en.wikipedia.org/wiki/The_Orange_Box

I suppose I "cheated" because the exit is actually easy to find, but I suppose it is conceivable that someone could get lost there.

Video:
http://www.youtube.com/watch?v=Niov4T1Z6aE

Your question Cyraxpt.

That's how EP1 starts. EP2 starts on a train...

Anyway, question open to anyone then. Glad to see we have more participants.

My bad then, it's been a while since i played it.

In that case, unless someone is online right now I'll get to it so everyone can get a midnight dose of guessing!

I'm....I'm falling! And so is my friend! And another, and another! We're all falling, down, down towards the earth but hurt we are not. One after the other. Khutch. Khutch. Khutch.

Feel free to ask questions! (I like where this game is going, this one should be a fun to figure out! ;))

I know this is probably completely wrong since it is not completely fitting, but it just reminded me that I should play Lemmings Revolution again, since this reminded me off the last level where you had to equip all with parachutes :D

OK, what's the genre?

Good question! Aww, this makes me realize I should've said all questions are allowed but only pertaining to the game itself, no technical stuff and not asking the genre either. It is kind of a huge spoiler, do you want me to answer or would you like to ask another regarding the gameplay, characters, plot...? ;)
It's not Lemmings but in a way you are onto something. ;) Would you like to ask a question?

Legend of grimrock?

Don't answer then. In fact your lack of answer is an answer in itself and an additional hint.

In my previous quiz my intention was exactly that: if I feel an answer would be too much of a spoiler, then don't answer it, or limit your answer to non-spoiler stuff. e.g. "Where is the game taking place?" I won't answer "It's taking place in Icewind Dale", but instead I'd say that that would be a huge spoiler or just mention "in a cold frozen region"
But of course let each one run his question as they see fit.

Sleep time. I'll check this in the morning.