Start the game in the main menu log in under the E-mail address you downloaded it with and it just pops up in the middle of your screen. You can only start a new game, at least thats what it made me do. After leaving vault 101 and heading to Megaton I got the prompt for the quest.
Wrong. You do not need to start a new game...just make sure your live account has your old saves from your offline profile (or if you disabled Live and didn't use an offline profile ---currentgamesaves) in your LIVE account folder under Documents/My Games/Fallout 3/Saves
and you should be enabled with LIVE, Operation Anchorage, AND your old save. Although using trainer will be 10 times hard now.
No you won't lose them. Go into My games in Documents (not documents & settings). Then go to Fallout 3 then Saves. Inside you will see folders with names you recognize (one will be your offline profile, another LIVE, and another will be 'Current Saves' for people not using LIVE at all.
You need to take your saves from inside your offline user folder and copy or Move them to the one for your live folder. This will do it. Once you start your game, and go into live, operation anchorage saves will be there ---the works. Tried, and tested.
I found my saved games in my games folder. I also had two live log in for Fallout 3, the one I used to download Operation Anchorage I kept the other I deleted. I also had a bunch of saved games that were in no folder except in my games and then Fallout 3 folder. I guess these were the offline saved games. The online saved games I have done nothing with them and I have left them where they were. The only thing I did do was setup Fallout 3 to load automaticly online. This works great because Operation Anchorage loads up with it. I know what you are saying about moving the offline saved games, but it would be just my luck it will screw up the game and if I do not know which saved game is which (As the guy said in Alien Oh man were screwed man were just screwed). I'll just leave it this way for now maybe later I'll give it a shot.