https://www.microsoft.com/games/en-us/Live/Pages/fallout3mothershipzeta.aspx
You must have a gamer card and the Games for Windows LIVE Client installed. If you don't follow these links:

http://login.live.com/login.srf?wa=wsignin1.0&rpsnv=10&ct=1233257623&rver=4.5.2135.0&wp=MBI&wreply=https:%2F%2Flive.xbox.com%2Fxweb%2Flive%2Fpassport%2FsetCookies.ashx%3Frru%3DhttpsZ3AZ2FZ2FliveZ2ExboxZ2EcomZ2FenZ2DUSZ2FFlowsZ2FAccountCreationZ2FAccountInf%20

http://www.microsoft.com/games/en-us/live/pages/livemarketplace.aspx

Downloading/Playing Fallout 3 DLC
1. Launch the Games for Windows - LIVE Client (it's in your START menu) and sign in, then click Marketplace.

2. Click Add-ons then the Fallout 3 DLC of your choice.
Click Buy (if you don't have enough Microsoft Points, click Add Points to get more points).

3. Confirm your purchase, then click Download.

4. When the download is complete, launch Fallout 3 to enjoy Operation: Anchorage.

http://www.gamesforwindows.com/en-gb/Live/Pages/f3operationanchorage.aspx
IMPORTANT: You must play the game (have your character out and about in the Wasteland, not be in Fallout 3's menu system) for a couple minutes for the Operation: Anchorage content to appear. After a couple minutes, a radio beacon and the questline for "Aiding the Outcasts" will become available.

http://www.gamesforwindows.com/en-US/Live/Pages/fallout3thepitt.aspx
IMPORTANT: You must play the game (have your character out and about in the Wasteland, not be in Fallout 3's menu system) for a couple minutes for the The Pitt content to appear. After a couple minutes, a radio beacon and the questline will become available.

For Broken Steel
IMPORTANT: You must play the game (have your character out and about in the Wasteland, not be in Fallout 3's menu system) for a couple minutes for the Broken Steel content to appear. After a couple minutes, a radio beacon and the questline will become available. To begin the Broken Steel questline, you must complete the main quest by finishing "Take it Back."

For Point Lookout
You must play the game (have your character out and about in the Wasteland, not be in Fallout 3's menu system) for a couple minutes for the Point Lookout content to appear. After a couple minutes, a message will appear letting you know that a riverboat has docked at the mouth of the Potomac.

For Mothership Zeta
You must play the game for a couple of minutes in the Capital Wasteland for the Mothership Zeta quest to appear. Eventually, you'll receive an unintelligable radio transmission which will lead you to an Alien Crash Site. To find the location on your map, make "Not of This World" your active quest.

Moving DLC data files
Be aware that copying the raw files for DLC to the Fallout 3 Data puts your game at risk of crashing. Please be aware that this method of playing DLC outside of Games for Windows LIVE is not supported.

Cannot locate game saves after logging into GFW LIVE to play DLC
Your saves are kept in specific directories tied to your profile. You can go into your my Games folder and copy those saves over to your Profile's save game directory.

DLC is downloaded but my content is not appearing in the game
Make sure you're logged into your Games for Windows LIVE profile. Also be sure that your game has the most recent update (currently v 1.5). You can check this by going to the title screen, selecting Settings then Video. You should see the version # in the lower left hand corner.

For additional information on DLC through Games for Windows LIVE, you can visit the GFWL LIVE forums http://forums.gamesforwindows.com/t/1705.aspx. Additionally, you can find some helpful information at Planet Fallout http://planetfallout.gamespy.com/wiki/The_Pitt_FAQ.

Downloading Fallout 3 DLC on Games for Windows LIVE (For XP and Vista)

1) Go to Start > All Programs > Microsoft Games for Windows - LIVE > Microsoft Games for Windows - LIVE to run the client.

2) Attempt to log into GFWL with an existing account, preferably the same one used to play Fallout 3 and/or used to purchase any prior DLC.
-If this fails, follow the steps to create a new account. When complete, log in with the new account.
Note: the account holder's age must be over 17 to buy any Fallout 3 DLC.

3) From the main GFWL menu select "Marketplace."

4) Locate the Fallout 3 DLC you wish to purchase. If necessary, select "View All Items" and browse the list until the correct DLC is found.

5) Select "Buy" if MS points are available, otherwise use the "Add Points" option and return to Step 5 once you have sufficient MS points to purchase the DLC.

6) Select the My Media tab and observe the FO3 ? DLC download should have automatically begun.
-If the download has not begun, click the "Download" button under the DLC entry.

7) Load Fallout 3, click "LIVE" and sign into Live using the same account that was used to purchase the DLC.

8) From the FO3 main menu, select "Downloads" to confirm that all purchased DLC are properly installed.
-Note that the "Loading Extra Content" message should display as the game loads.

9) Play the game and watch for the DLC radio signal notification to come up in the corner.

Troubleshooting Questions for Installing DLC (XP and Vista)

When I sign in to my GFWL it says "There was an error retrieving your purchase history. Please sign out and try again later." I have done this, the download of The Pitt says the "metadata is not valid."
Usually the "metadata not valid" message is generated when your system time or date is incorrect. Be sure that your system time and date are properly configured.

For more details, visit here
http://forums.gamesforwindows.com/t/102.aspx

What ports do I need to open for Games for Windows LIVE?
The following ports are required to be opened to use Games for Windows LIVE.
- TCP 80
- UDP 88
- UDP 3074
- TCP 3074
- UDP 53
- TCP 53
- TCP 443

To make sure that these ports are open, or to open these ports, contact the network administrator or the Internet Service Provider (ISP). If you are the administrator of the network, check the documentation that is provided
with your networking software to determine how to open these ports.

How can I fix my mouse pointer off in Fallout 3 so that it is not offset? (Vista)
In order to set this on Vista from within Games Explorer you need to do the following things:

• Right click on your Fallout 3 icon w/in Games Explorer
  
• Select "Customize..."
  
• You'll get a new dialog with a list of Play Menu items.
  
• Select "Play (Play)" - should be selected by default, but listing for completeness.
  
• Click "Edit"
  
• Click on the "Compatibility" Tab in the "Play properties" window
  
• Check "Disable visual themes"
  
• Click "OK"

[b]Hotfix info for some language installs: (XP)
http://forums.gamesforwindows.com/t/1723.aspx

Connection Timeouts

Common Cause: Firewall / Router

Solution: Add the games exe to your Firewall exclusions list (Win XP/ Win Vista), and forward the following ports:

• UDP 88
  
• UDP 3074

Error: This Game is Currently Unavailable
Download latest C++ runtimes: http://www.microsoft.com/downloads/details.aspx?displaylang=en&FamilyID=200b2fd9-ae1a-4a14-984d-389c36f85647, & http://www.microsoft.com/downloads/details.aspx?familyid=90548130-4468-4BBC-9673-D6ACABD5D13B&displaylang=en of Visual C++ redist.

Don't know your version? Click Start > run > type WINVER > press OK

LIVE Error Codes
For more on advanced troubleshooting LIVE Error Codes go http://forums.gamesforwindows.com/t/785.aspx

Help me...I'm seeing a "missing content" message in regards to my Fallout 3 DLC downloaded via Games for Windows LIVE.
If you're getting this message, you'll need to reinstall your DLC through the Games for Windows LIVE client (version 3.0). You should receive a prompt to update -- if not, you can download it http://www.microsoft.com/downloads/details.aspx?displaylang=en&FamilyID=69b2c4db-0765-4980-9c1b-8f781ad50bd0.