Vista
You will need to navigate to this folder:
C:\Users\username\AppData\Local\Microsoft\XLive\DLC
(This is very important, PLEASE ensure that once you get to your username folder, to unhide folders, otherwise, you will not see the "AppData" folder.)
The folders after the DLC folder, will have random numbers for the folder name, just keep clicking through till you get to the "Content" Folder.
Copy these files
ThePitt.esm
ThePitt - Main.bsa
ThePitt - Sounds.bsa
Navigate to this folder and paste in the three files:
C:\Program Files\Bethesda Softworks\Fallout 3\Data
It should look something like this
LinkAfter you have done this, use the auto play launcher to select "The Pitt" .esm as a playable add-on
Link