If Gamerscore and Achievements aren’t working properly and you’re sure you met the unlocking condition: Xbox Live’s Major Nelson has acknowledged the issue. He offers a variety of solutions in this post, but be sure you (bold)read the comments as well,(/bold) because some users report his solutions have some unintended side effects:

http://majornelson.com/archive/2009/05/07/fallout-3-broken-steel-fixed.aspx

If your level cap doesn’t raise within ten minutes of loading a save game once Broken Steel is installed: You probably didn’t restart the game properly. Quit to the Dashboard, then go back into Fallout 3 from there. It should work fine now.

If you’re encountering missing textures, ’red triangles’, etc.: Press Start, go to Help. Verify that you’re running at least Fallout 3 version 1.5 (as seen in the lower left corner of the screen). I ran Broken Steel on version 1.5.23 and had few issues worth noting beyond the bug with Star Paladin Cross. If you’re on version 1.5 or later and still have problems with the above, then delete Broken Steel and re-download it. You won’t be charged points a second time, so don’t worry.

Should you come across any other issues, this page on the Fallout Wiki might help. Beware of spoilers and note that it also covers the PC version of Broken Steel, however:

http://fallout.wikia.com/wiki/Broken_Steel_bugs