Please, give more details about your problem. "Not working" does not state anything.
What is the problem?
Do you receive a message when you load your game telling "Broken Steel DLC loaded, level cap raised to 30"? Does your game still end like it did in normal Fallout 3? Does Elder Lyons just stand infront of you and you are unable to move?
You are supposed to play the original Fallout 3 up to the ending. After someone activates the purifier, you should see the ending and after it, you should receive a screen saying "2 weeks later", where Broken Steel starts.