There's some extreme apologizing and head in sand syndrome about how buggy and incompatible Fallout 3 and Oblivion IV are on the PC. All you have to do is head over to any of the Fallout 3 support forums on this board and you'll be overwhelmed by unsolved issues. In my experience if you're competent and you've done everything right and it's still not running, it's probably just a driver or hardware issue that Bethesda has no intention of providing compatibility for. I had to dual boot to XP to run Fallout 3 and Oblivion IV, as neither of them would run properly on Win Vista or 7 despite being the exact same system. New Vegas runs on the same antiquated Gamebryo engine that practically guarantees it will have similar bugs and crashes, the most insidious being the fact that the further you progress in the game, the more likely it is that your save file will become corrupted and start crashing all over the place, at random, stepping into certain zones, etc.
Journalist impressions of New Vegas are coming in. Even the console versions are crashing frequently. It's apparently buggier/crasher than Fallout 3. Oh boy.