I'm on the 360. I can choose to install individual DLc's? I dont have to install the whole disk with all DLcs in one shot?
Is that a Yes install it now?
It's been a while since I've played on the 360, but I think you have to install all of them. If you've got the disk space to spare, it's not going to hurt anything, and you'll get the Broken Steel level cap bump.
As already noted, you don't have to play any of them if you don't want to.