When I open my Fallout Main Menu only options Play, Uninstall, Help and Exit appear. Where are th eother options? Settings and The one which helps you use mods???

Did you get the GOTY Edit for sure? If so make sure you have installed the DLC.

They are installed.

This doesn't sound like a bad problem, all you need to do is download and install FOMM (Fallout Mod Manager). It basically has the options to change game settings, allow and deactivate mods and of course, launch the game. If you still want help with that Launcher problem, I can't help.

Where can i download it? and Thanks.

Try here. http://fs2.fallout3nexus.com/download.php?file=New%20FOMM-640-0-13-21.exe&domain=fallout3nexus.com