So, you've paid 1,600 MS Points for the Dawnguard expansion, but you can't figure out how to access the new content. The good news is that Bethesda has explained the steps you'll need to take to begin playing.
"Once Dawnguard is installed (along with the 1.6 title update), players that are level 10 or higher will hear rumours about the Dawnguard from guards in major cities," explained a Skyrim forum post. They may also be approached by a courier who will give them a note about the Dawnguard.
"Otherwise, if your character is below level 10 or you wish to find the Dawnguard on your own, you can seek out the Dawnguard headquarters roughly east/southeast of Riften. It can be reached by a small cave through the mountains."
Dawnguard is now available to download from Xbox LIVE Marketplace.