I see a lot of familiar looking posts when Fallout 3 came out. The latest versions of ffdshow already have Fallout3.exe added by default, but since New Vegas is new you will have to do it manually or it will crash. To do this run the ffdshow video decoder configuration, select DirectShow control on the right, make sure the "Don't use ffdshow in:" option is checked, click the edit button, browse to and select the New Vegas .exe file. Run the ffdshow audio decoder configuration and do the same.