Or maybe your ps3 is old or something? Try getting rid of the dust near the vents and inside the HDD area especially.
Lagging is always a problem with New Vegas since the game engine is old. Calling the company crap won't really solve the problem.
If the DLC is accessible, but is lagging bad, then I don't think that would be a valid reason to get a refund. If you can't access it at all, try redownloading the DLCs one at a time. If that doesn't solve the problem, I guess try calling Bethesda or something and tell them your issue.
I have no problems besides the occasional lag that you are facing. It may be your console. I play on a 80gb, what about you?