"My download stops."
This may happen if you close the download window. Leave it open until it�s completely done downloading. This may take around 20 to 40 minutes in my experience, so feel free to go get a meal or take care of an errand in the meantime.
"I�m in an Asian market or use an imported copy originating from somewhere in Asia, and I can�t even download Operation: Anchorage, or I did download it but it�s not working at all."
Both of these are known issues, mostly stemming from the fact the DLC packs require a patch that, at the time of this article�s writing, hasn�t been released to all regions. Unfortunately, I don�t know a workaround for your case; you may wish to contact Microsoft or Bethesda and see what they can do for you if you already bought the DLC pack.
"I downloaded it, I�m patched, and in the proper customer region, but nothing seems to have happened."
You have to completely restart the game program for it to work. The game will ask you if you wish to restart, but it might not do so even if you tell it Yes. If you aren�t kicked back to the very first screen (the credits and copyright notices before the main menu) when you make that choice, then it didn�t restart properly. Go back to your Dashboard, then go back into Fallout 3 from there. You�ll get a message about initializing the content, and once it vanishes, you�re good to go.