When ingame i dont get a message about level increase or a point lookout mission, are they suppsed to appear at once? I can see the "brokensteel - main.bsa" file under "Data" in the fallout 3 folder. Can see some pointlookout files too.

Nevermind, seems like i only needed to click on some stuff under the fallout launcher.

In the launcher, click Data and make sure you have the DLCs enabled.