I will ask that this be moved to the tech forum.
Ok, it seems to work now. So I have the extra content. Let me summarize the situation though, for a grand moment of bad merchandising:
a) Bought PC Version of GOTY. Made of one DVD, Fallout 3, and one DVD for the 5 expansions.
b ) manual is standard Fallout 3 manual. No mention on how to install the expansions.
Then, you are smart, so you figure you have to install the 2nd DVD. The DLC installers does it jobs, but that's it. You still don't have the expansions, in game.
What you must understand, is that you must open the folder where you installed the game, and then launch a shortcut named 'FalloutLauncher-MCE'. And then, as you are smart, you click on the checkboxes naming the expansions.
I think someone in the marketing department has not done his job. At the very least, I would have expected a flyer in my DVD box explaining that too me. A chance I'm fiddling with PC since DOS 3.2. I wonder how Joe average user, who got accustomed to PC with Vista or even XP will find how to install the expansions himself. Good luck.
Now, on to more pleasant matters, Fallout 3 and its expansions. All is ending well, after all, for me ...