Right-click on the Fallout3.exe application file and select Properties.
Click on the Compatibility tab.
If no Compatibility tab is available and you have Fallout 3 in your Steam Library, please follow the steps detailed below.*
Check the box Run this program in compatibility mode.
Choose Windows XP Service Pack 3 from the drop-down menu.
It may also be necessary to check the box for Run this program as an administrator.
Repeat steps 2-6 for the FallouLaunch.exe file in the same folder.