Okay, so I have tried loading some .esps into my mod and each time I have tried it I have saved then gone into Fallout and all the items that should have loaded in are missing. Not glitching but as if they were never even put down. Then when I load the Geck up again (it will have crashed already by now) It says that I have never loaded the .esp into it.
(ust to give you and Idea) I wanted to load the football armour from this http://www.fallout3nexus.com/downloads/file.php?id=7918 and a cape from this http://www.fallout3nexus.com/downloads/file.php?id=5770 (guess which army I'm trying to make) but I keep hitting the same problem.
Also the same happens with Hair mods...I can load multiple ESMS but just not hair mods.

Any help would be greatly appreciated.

You can only load one ESP file.

If you want to merge them, you have to use a different program. I believe FO3Edit does that, I dont know. I recreate everything if I use resources from other mods.

For your mod (.esp) to use resources from another mod (.esp) it has to be dependent on it. However, an .esp file cannot be dependent on another .esp file or files. You can merge them with f03edit, but it would be much more simple to just recreate whatever items you'd like in your mod from those.

The absolute easiest way to do this is to load both .esp's in the Geck, yours being active. Open whatever item you want copied (like the football armor) and create a new id for it. That new id will save into your .esp.

You'll just have to remember where all of the resources are for the new things you created (.nif's and .dds's). Rearranging all of your used resources into easy to find folders, and then recreating the items is my preferred way, but to each their own.

I haven't done it with F3, but with Oblivion, after you made new hair or other cosmetic items, you would then need to add each item to each race separately. It was a bit painstaking until Wyre let us bash them all together with his magicaly utility. That is the reason most cosmetic mods aren't compatible with eachother. Again though, it might have been changed in Fallout.

This is absolutely the correct way to copy a resource without creating a master requirement. You can leave the source mods NIFS and textures where they were installed and you're done. This method will create an armor item and a cape item in your mod. An alternative approach would be to use NIFscope to alter the armor. Using the copy branch, paste branch technique, you can add the cape to the armor and create a single caped armor object. I would seek out a NIFscope tutorial first and be aware that pasted Trishapes most often have to be renamed after they are pasted.

You can only use one cosmetic file at a time. If you try loading multiples, you will break them. Cosmetic files usually add hair and eyes, but they also modify the races to use them.

So can you combine these type of files with the Fo3 plugin utility and make them work together or will it mess them all up?

Though I have used the plugin frequently, I have not used it to merge race settings. I built Lings Coiffure cosmetic pack by hand because that's the only way to do it reliably. FO3edit is helpful in some areas, but not for adding new cosmetic resources to races that don't have them. For that matter, GECK is none to helpful either. I suggest you look at existing cosmetic packs like Lings or FACE as a starting point. They may already contain all that you need, or at least give you a huge head start on combining the features you want. I would not recommend using hairday or hairpack as these mods are dated and contain only a portion of the available resources.