Did you...
* Install the Geck patch v1.5
* Install the Geck into the \Fallout folder
* Install Fallout 3 first
* Update your audio drivers to the latest version
* Have an audio card
* Have the right codecs installed (see http://www.codecguide.com/download_kl.htm if not)
* Gotten fed up with trying to get fallout stuff to work with Windows 7