I read your other one too , sounds like its working fine if your recieving radio signals per DLC that you enabled. Im not sure how it works with steam launch .... but in a regular PC launch .... the very first screen that has the word play on it. From that screen you select Data to view the DLC's and you check the ones you want enabled for the moment (can uncheck them anytime too) after checking boxes (keep fallout3 checked always) then click ok ... from there just start the game as normal. The next menu you Load or start a new game. In my experience that Downloads button has always been greyed out and unclickable ... but Ive never downloaded content either. Once your in the game ... It will bring up each DLC via a radio signal one at a time.
Oh by the way ... enableing the broken steel DLC will make 3 dog spoiler the end of the main quest plus you cant start that content without completeing it anyways. It will also make Dogmeat and Fawkes way stronger.
IMO you shouldnt need to enable any content right off the bat.
Ancorage first lvl 4ish the rest not till teens to twenties. But leave broken steel alone if you dont want the spoiler.