I just bough new vegas off steam and it gives me the ability to continue play from Fallout 3.

Only problem is my saved game for fallout 3 is on my old PC and i didnt purchase it through steam it is on DVD.

How do i continue playing from Fallout 3? Do i just grab the old save file from the old PC and put it into New vegas?

Any instructions on how this is done?

Cheers.

There is 100% no such feature.

Pics or it didn't happen.

You CANNOT load a save game from Fallout 3 into New Vegas. As Echonite said, there is no such feature.

They are completely different storylines, set on opposite sides of the US and made by two completely different dev tems (Bethesda made Fallout 3 and Obsidian made New Vegas)

This isn't Mass Effect, there's no import save feature. Even if there was one, the disc and Steam version of Fallout 3 have the same directory for saves (Documents -> My games -> Fallout3 -> Saves).

Story aside, the save files physically won't work between games.

There is no import feature I am afraid, as other's have said. So just enjoy your new game.