I just bought the DLC for new vegas (obviously), and had originally bought the game retail stylie, but had to download it from steam.
When I started new vegas up (as no 'dead money' game showed, and new vegas updated itself once I had downloaded d.m.), it mentioned NVSE not functioning properly because it's an older version compared to new vegas.

I clicked okay, and the game started; going through the 'slides' as it normally did, until it reached the final one, where the menu usually appears. I waited at least five minutes; no menu. The music was playing, but the menu wasn't loading.
Alt-tabbing out, it said it had stopped responding.
I tried several times, and got the same result.

Removing all the mods that I had on proved not to be helpful either.
I'm unsure of how to manually remove NVSE - so haven't done that, but wasn't sure if that was causing the problem.

Anyone know what I can do to solve it?

Try to remove all the NVSE files which can be found in steam/steam apps/ common/ fallout new vegas.

Restart Steam

bigcrazewolf