Here is something to try:
1. Delete your Fallout NV game data (Not Saved Data).
2. Delete your Dead Money dlc data.
3. Start NV and allow it to update the game.
4. Download Dead Money.
5. Start the game either by making a new game or by loading a save game from before you ever started Dead Money.
If that doesn't work, let me know and I'll see what else I can come up with.