2.  *.bsa and *.esm files have to be put in your Fallout 3/Data folder
[default path: C:Program FilesBethesda SoftworksFallout 3Data]

3. *.bik files have to be placed in Fallout 3/Data/Video folder
[default path: C:Program FilesBethesda SoftworksFallout 3DataVideo]

4. Start game. In menu, click on 'Data Files' and select extensions you want to play.

5. How to see that extension is, in fact, installed...

Operation: Anchorage

The quest objective for Operation: Anchorage will be activated by a radio broadcast stating, "This is Defender Morrill, any Outcasts listening on this frequency report to sector 7-B, Bailey's Crossroads. This is a high-priority message, backup is needed at our location. Any personnel listening on this frequency please report at once." A marker will appear on the world map. The DLC can be played at any time after the player exits Vault 101 at the beginning of the game.

The Pitt

Player will be informed of a new radio distress signal from a runaway slave called Wernher, who informs the Lone Wanderer that he needs help.

Broken Steel (install 1.5 patch)

Player will get popup message stating that Broken Steel has loaded and that level cap now is 30.

For all of the extensions - it can take up to few min for it to activate.