You download the pack from Xbox Live if you have the 360 version. You have to play both parts though, which makes the devil battle basically retarded.
Bioshock is difficult if you treat it like a shooter. Keep in mind that Big Daddies don't attack you unless you hurt them first. Early on, electrical buck, electro bolt + anything and getting them to run into areas with exploding things is a good idea. Later on, setting proximity mine fields for them to run through makes them too easy.