How the hell do I play GTA IV: The Lost & the Damned?

I bought some MS points then downloaded and installed GTA IV The Lost & the Damned.
L&D game started okay, but the DVD drive was loud so I went to dashboard and installed the main game.
Started GTA IV to play from hard drive and it just goes into original game.
When Im in the NXE and got to L&D box, it says start the main game.

Am I blind or is there a problem? Can somebody tell me please how to get this running?!

There's an update when you fire up GTA IV on Live, download that then it'll give you the option to play the expansion.

EDIT - I see you've already had the pop up appear to play L&D. No idea then sorry.

Go to the pause menu ingame. Go to the screen where you can pick Load Game or New Game. Pick New Game. You'll then get a choice between GTAIV and TLAD.

(Whichever game you've saved from last will be the one that loads up when you next put the disc in.)