I just bought Dead Money it is showing as installed, I go to start-up screen and there are no options to start a dead money game, I then load a saved game waiting for a quest to show up and nothing happens, so do I need to start a whole new game to use dead money or am I missing something.

Have you had the patch today?

yes

I think some people said the patch interferes with dead money, there is a solution but I'm not sure what is,check in the recent honest hearts dlc thread in pages 9/10 it may say something there about it.

No, actually.

It should have started automatically after a minute or 2, I don't know what the problem is.

Just load up a game and run over to the Bos bunker and see if works I guess. It's the bunker SE of Camp Forlorn Hope.
If you've beaten the game and you have no save points before the end you'll have to start a new game.