I can't help, I'm afraid, but there have been a number of threads on here about that issue.
If you're getting that message, it sounds like you're missing the required game update/patch for Dead Money.
Have you done any of the following:
Cleared your system cache on your Xbox and then not reconnected to Xbox LIVE?
Tranferred your hard drive to another Xbox (either a friend's Xbox or a replacement Xbox) not connected to Xbox LIVE?
Have you purchased a new Xbox and redownloaded the content without doing a license transfer?