Do you see this DLC in your PSN account online? If so is there a DOWNLOAD button there? Hit that and it should install.
If that's not the situation, did you buy the base game on a DVD but the DLC from a PSN store online? If so most likely the DVD and PSN store were for different Sony regions and cannot work together. If that is the case you need to contact PSN support to swap that DLC for one from the PSN store that matches your DVD's Sony region.