Help! I can't get it to work on my PS3.

The Rundown:
I pre-ordered at GameStop. Picked it up today, followed the instructions on GameStop's website, and I can see the "Arcane Assassin" under downloadable content, but my only options are (x) delete downloadable content or (o) back.

What am I doing wrong?

Thanks guys

If it's downloaded, which it must if it gives you the option to delete then It's working with the game. You wont be able to actually use the stuff from the dlc till later in the game though. Dont worry, U'll know when you can use it.