Thanks for responding so quickly, but is there are chance that you'll have some sort of region patch to fix this issue? It's a little bit misleading that English-speaking Canadians have to download a French version in order to play the DLC. I'll admit that I bought the English version without looking at the BLUS info in the description of the DLC, but naturally, out of an English version and a French version, I'd pick the English one.
To be honest, I don't know... we're looking into it. Hopefully folks that got the pre-order content for the game http://www.gamesas.com/index.php?/topic/1123639-if-youre-having-trouble-with-your-digital-bonus-download/ to select the French version.
As already noted, "French" features both English and French language tracks for New Vegas (as the Canadian release of New Vegas is a English/French bilingual release).
If you're in Canada and you selected the English option, I would recommend contacting Sony support (we have no control over transactions on PSN).