on the spine of the disc case towwards the bottom corner you will see a little globe with a region# and some letters and numbers below that, what does that say? and when you made your PSN ID what country did you say
that looks like Region 1 does it say 1 on the picture of the globe?
also is your PSN account for USA or Canada?
if yes for both the only other thing I can think of is some games require you to download the DLC from within the game itself and not the PS Store you access from the PS3 main menu