I have the same problem as #0. Bought the game from direct2play, activated my game in Steam, downloaded it and everything works just fine. But when I try to buy the DLCs in Steam, I get the same message.
"Your transaction failed because you are trying to buy a game that requires ownership of another game you do not currently own. Please correct the error and try again."
I have tried to buy the DLCs as a gift for my self, that did not work either. Seemed as a way to try and bypass Steam but with no luck...
Fallout New Vegas: Old World Blues DLC requires that you own Fallout: New Vegas, click OK to view purchase options for Fallout: New Vegas.
Edit: I fixed my problem by buying a new copy from steam. The copy I got from direct2play was a Russian version of the game, and therefore steam would not reconize it, proberly becuse of some regional crap (I live within the EU).