Whenever I open up fallout 3 it opens up and says: Play, Options, Data Files, and Exit , but when i click Play it closes the game, how do i fix this??

Please get back to me as soon as possible.

First did you follow the steps posted in the sticky http://www.gamesas.com/topic/1465357-installing-fallout-3-with-windows-78-and-xp/

Are you using any mods? If so please post the mods you are using the load order.

Please run dxdiag.exe and post the full report in spoiler tags which can be found in the special bb code button.

Well i got stuck at INI files thing because i don't have bUseThreadedAI=0 and it is really confusing me so i will continue the install thing you sent me but i just wanted you to know i don't have bUseThreadedAI=0 . oh and iNumHWThreads=2 doesn't work ether.

Just post the full dxdiag.exe report in spoiler tags. That will give us some information on your system.