Forgive me for presuming, but if you haven't completed New Vegas before, a word of warning, like Fallout 3 (before Broken Steel was released), New Vegas doesn't let you roam around once the Main Quest Line is completed. In fact, once you defeat the last boss, you get a slideshow.
The idea of the New Vegas dlc is that they all take place before the finale. Lonesome Road is the climax of Courier Six's story, but not the end of the New Vegas story, if that makes any sense.