I downloaded off of the Playstation Store, Honest Hearts and Dead Money. The icons showed up under game and I clicked install, I installed Honest Hearts and then installed Dead Money after. I loaded up my game of New Vegas and clicked on the Downloadable Content selection in the main menu. They were not there. I thought that was odd but proceeeded to play my game. I thought they would load up after like how after you leave the Vault in FO3 it takes a few minutes for the DLC's to load. It's been probably 30 minutes now and nothing has showed up, it is as if the DLC do not even exist. I need to knwo if I have done something wrong in the installation process or any suggestions as to what to do?

Check your pip-boy radio stations they might have been over looked ?
Try deleteing and re-installing them.