This is the most common cause of "invisible" DLC. The PS3 is region-free for physical discs, meaning a US game disc will play on a European console. However, If you own a US disc (BLUS-12345) but you purchased the DLC from the European PlayStation Store (associated with BLES-12345), the game will not recognize the content. The files are there, but the game is looking for a different ID code.
Ensure the content actually finished downloading. Go to PlayStation Network > Download List on your XMB to verify the status. Ps3 Dlc Fix