You don't necessarily need to start the game over. I have the distinct feeling that your game is from one region and the download is from another. Where did you get the game, and what region is it from, and where is your PSN account based?
I am in New York USA. Downloaded from the Sony Network. If I like the game I guess I should download all DLC available or does it matter?
Thanks again for your time
Right in my backyard as it seems. It doesn't matter how much of the downloads you buy, but as long as the game and the download are purchased from the same region, (USA=Region 1) it should work. Check and see if there's a number 1 on the game case, located usually on the spine.