I've recently pulled out my copy of New Vegas and have been giving it another run-through because I like the game. Never played with any of the DLC before, so I thought I'd give it a shot. Last night I bought and DLed Dead Money. Nothing happened. Couldn't start the quest, no radio signal or whatever that people talk about, etc. Read online that you have to load a saved game or fast travel or something, so I continued playing for a while, doing those things... and nothing.

I'm not sure if you have to install the content after you DL it, or you have to reach a certain point in the game for it to become available. I just finished Helios I and am only level 13, so I don't know if that has something to do with it or not, but I read you get new perks on level up, and I'm not seeing those either. What am I doing wrong? How can I play the content I just bought?