Instructions
Turn on the PlayStation 3 as you normally would. When the main screen appears, sign in to a profile that is signed up to the PlayStation Network as you will need to connect to the network to download the DLC. Make sure that your console is properly connected to the Internet before continuing.
Move over to the "Network" tab and scroll down to the "PlayStation" store option and press "X" to enter the store. Do not start the Borderlands game. Go to the "Search" option and enter in "Borderlands" into the text box and hit the "Enter" key to search. You will see a list of available DLC for the game as well as the prices.
Highlight the DLC you want to purchase and hit "X" to choose it. You will be asked if you want to authorize the purchase amount. If you do, select "Yes" and the DLC will begin downloading. You will see a status bar showing you how much time is left in the download.
Wait for the download to reach 100 percent. When it does, the DLC will automatically begin to install itself. You will see another status bar showing you how much time is left in the installation process. Do not turn off the console while this is occurring. When the installation is complete you will see a screen telling you so. Press "X" to continue.
Go to the "Games" tab on the main menu and select "Borderlands." When you enter the game, the DLC will automatically be installed and ready to use.