With Windows 10, the fallout.ini is not created when you try to start the game (crashes before that can happen), the solution i found is to copy the fallout_default.ini (from install directory where you find fallout.exe) as fallout.ini in <username>\Documents\MyGames\Fallout3 (folder created when you run fallout3_launcher.exe). After that you can run "Games for Windows LIVE Disabler.exe" or FOMM and tweaker to "Use fake xlive.dll" as mentionned earlier here.