Hi again guys,
I finally got a reply from Rockstar support. I really had given up on them. They asked what region code my GTA IV game is, and what region store I downloaded the DLC from, which got me thinking in a new direction.
It seems my problem is a mismatch between the Region of the GTA IV game, and the Region of the Playstation Store that I downloaded the DLC from. My game disc says Region 1 on the edge, so it's a USA game. However, I'm British, living in Thailand. My Playstation Network account is registered to a United Kingdom address, and in the Store if I press Select and go to About Us I see a UK registered company and eu.playstation.com URL. So, I'm guessing I've purchased the EU region of the BoGT DLC, which does not work with the USA version of GTA IV.
This seems to be backed up by the info and opinions here: http://www.gamefaqs.com/boards/987732-grand-theft-
I've informed them of my situation and will see what they can suggest. What's most frustrating is that nowhere in the purchase process was I asked what region code my GTA IV game was, and no checks seem to have been made that the DLC would be compatible, even though the game was actually installed at the time.
A final update - after beint sent through three levels of Playstation Network support in the UK, I was finally told they could not transfer my DLC from my EU psn account to a US one, as Rockstar support suggested I ask them. I kept getting form letter responses from them until I phoned them directly and asked the same questions in person.
So, if you buy from a store whose region does not match your game, you really are screwed. When making the purchase, the Playstation Store does have in the product description a warning about the Product Code this DLC is compatible with. If it doesn't match the code in your game disk, which will vary depending on what region the game is for, then the DLC will not work for you.