Depends if you are using PC, and did you download using Windows Live market place, because of you did, it doesn't install correctly for some strange reason. You have to find your Windows live folder file its somewhere on your PC. Then move the files to your Fallout 3 Data folder, just like how you install other Mods. Then to run it you have to Open the Fallout 3 Mod manager thing and make sure the box is ticked then start the game. When in the game just walk around in the outside for a bit and you will get a message from the Quest.
I downloaded this from WLMP and was running around the wastelands for hours, and the quest didn't show. Only to find out that after downloading, WLMP didn't install it correctly.