Make sure d3d9.dll file is present in your gam installl directory...

if u experience any crash , try this (avoid doing it if u don't experience crashes) : 
Follow this fix below if you have quad core pc. It seems like the game is developed to work only on 2 core pcs. Step 1) Open up the fallout.ini file in: My Documents\My Games\Fallout3 Find the line: bUseThreadedAI=0 change it to: bUseThreadedAI=1 Add another line after it and insert: iNumHWThreads=2 This will limit the game to 2 cores and prevent the engine bug from causing the game to freeze.