Assuming everything loaded correctly, all you need to do is right-click anywhere on the left panel and select 'Create Merged Patch' from the context menu. Just walking around the destruction of mankind, seeing the daily struggles of the survivors, feeling all the attention to the details. Fallout 3's NPCs are a huge improvement on Oblivion's potato-faced citizens, but many still linger uncomfortably in the uncanny valley.
Enemies are tougher, weapons are more powerful, ammo is scarce and you'll have to eat, drink and sleep to stay alive. That Gun is a unique revolver in Fallout: New Vegas. You will get sucked into a wonderful universe and it will never let you go. There are numerous things you have to do past 'Install the mods' in a single step.