You don't need to, it will do it automatically if you use the _loader.exe file. Just put FOSE in your game folder, then use FOSE_loader.exe to boot the game, not the default Fallout.exe.
I would like for games for windows live to be open. and using the fose loader its not.
Also my game crashes alot with fose because i need to use large address aware which i cant use for fose? i need to use the fallout 3 exe for that dont i?