DICE - Lady Penelope will be in later.
....A note for the 360 users that haven't d/loaded this add-on yet (I just got the 60Gb version due to my 20Gb getting '3-RRoD', pah.. tis a really, really quiet console!!)....you can login as normal to the online games. When you select to play 'custom' and attempt to play it, it tells you there's an update. If you press the letter 'A' on the controller as asked on the screen, you will be taken to the BFBC marketplace section automatically. Just find the correct download and hit confirm. It will take a minimum of 5 mins (3.1mb connection) to download. 56k - good luck!!
Edit: Daft thing is, as I've just found out, you will need to hit the Guide button and then press 'Y' to take you back to the dashboard, then reload the game as normal. You'll notice on selecting the HDD to save files that the download was installed.
...Game on as normal.