Fallout 3 DLC is not region free...it's locked to the BLUS # of your game disc.

So for instance, if you're in the US and you're trying to purchase DLC from the UK store, it's not going to work.

Help, I can't load saves from Fallout 3 after downloading the DLC
Make sure you're not trying to copy saves from one profile to another. You should be using the same profile the sames originated from, or you might run into problems where the save option is disabled.