The DLC is just scattered around the wasteland. In order to find the locations turn on your radio and you will see a bunch of new radio broadcasts. Listening to said broadcasts will make the DLC locations appear on your map (with the exception of Broken Steal). You can also go here and read the main article for each of the DLC's listed. The first quest in the main article has a "given by" section which will tell you how to access them:

As a side note when you reloaded the first disk after installing the dlc you should have gotten notifications that a new signal has appeared on your radio. So hopefully this isn't actually a bug.

The physical locations of the DLC (on your pc) are:

%USERPROFILE%\Local Settings\Application Data\Microsoft\Xlive\DLC (Windows XP)
%USERPROFILE%\AppData\Local\Microsoft\XLive\DLC (Windows Vista & Windows 7)

Just in case you want to check if they actually installed.

The DLC is just scattered around the wasteland. In order to find the locations turn on your radio and you will see a bunch of new radio broadcasts. Listening to said broadcasts will make the DLC locations appear on your map (with the exception of Broken Steel). You can also go here and read the main article for each of the DLC's listed. The first quest in the main article has a "given by" section which will tell you how to access them:

As a side note when you reloaded the first disk after installing the dlc you should have gotten notifications that a new signal has appeared on your radio. So hopefully this isn't actually a bug.

The physical locations of the DLC (on your pc) are:

%USERPROFILE%\Local Settings\Application Data\Microsoft\Xlive\DLC (Windows XP)
%USERPROFILE%\AppData\Local\Microsoft\XLive\DLC (Windows Vista & Windows 7)

Just in case you want to check if they actually installed.