According to Microsoft's GamerScore blog, PC gamers will have to purchase new content for Fallout 3 through a marketplace that they will make available. Here is a snippet from the site:

This is the first title to support Games for Windows – LIVE since we made it a free gaming service, and I can’t think of a better title to launch with.    As you will see soon, we have some exciting updates just around the corner.   Updates that we believe will help make your PC gaming experience even better, including a marketplace to let you download more content for your games, a completely redesigned in-game experience built just for the PC, and more.  These changes are the result of our focus in building a service PC gamers will love, and your input plays a big part.   We’ve been listening.

There was a part of me that hoped Bethesda would avoid the pay for DLC model that they used for Oblivion, but I guess that was just wishful thinking. I guess we will just have to wait and see about the "completely redesigned in-game experience."

Source: gamerscoreblog