Pete Hines, VP of Marketing and PR of Bethesda, creators of the award winning Fallout 3, had this to say when asked whether or not any downloadable content would be making its way to the PS3.
Fallout 3 DLC is for Xbox 360 and PC.
So there you have it. Whether or not Microsoft paid for exclusive rights is unknown. But you can be sure that any current or future Fallout 3 DLC will not be coming for the PS3.