So, as I may have mentioned, I got a new computer of doom a few months ago. I recently beat Mass Effect 1 on it, so I went to play Mass Effect 2.
However, when I tried to install the DLC, it said that ME2 wasn't installed.
The good news is that EA actually has a pretty good customer support system. The guy was able to identify my problem. The bad news is that since Origin came out, all DLC is tied in to Origin, so I can't install it to Steam. Thankfully, I can at least redeem my Steam purchase code on Origin... but now I'm stuck using Origin for ME2.
Oh, well.