Maybe you should install the game and update first and then download the DLC.
All I can say is either uninstall everything an reinstall an try again or just go see if you can find the entrance to dayspring canyon an if you can't find it then I've got no idea.
Did you check your download to see if it had actually been installed? The PS3 does not always install DLC if you were downloading it in the background.
The DLC you are trying to download does actually match your game? You are not trying to download a game and DLC in two different languages?
The DLC does not work if you have not updated your game to at least the 1.8? patch (whichever patch came out just before the DLC for PS3). It will not work properly if you downloaded the DLC and then the patch.
The download was finished before you started the game?
Maybe this is the problem? http://www.gamesas.com/topic/1445127-skyrim-dlc-on-psn-are-region-and-language-specific/
BLAS is the Asian version. Are you by any chance in Australia? I know it was a common problem there.
If you can setup an Asian PSN account, you should be able to buy the correct DLC. The US version may work (http://www.gamesas.com/topic/1443433-dlc-regional-compatibility-us-to-asia/), but I don't how reliable this information is, so Asia will be safer.
^ This - as mentioned in http://community.eu.playstation.com/t5/PlayStation-3-General-Discussion/Why-can-t-I-buy-a-version-of-the-skyrim-DLC-that-will-work/td-p/18409582, for example.
Not if they brought the game in Australia it would not be, ours is BLES 01329, they would have to import the game to get an Asian version in Australia. We are an outpost for UK gaming here.
Contact someone from Sony and see if they will help out with getting the right version for your game. You paid once, they might help. Buying the Legendary edition might have been an idea, all the DLC is on the disc.