Playing the DLCs with "Game of the year" edition

Hello,

I've recently bought the "Game of the year" edition of borderlands for the PS3, in which all the DLC packs are included (or so does the box sais). I have finished the game on the first playthrough and I wanted to get to the first DLC area, problem is I don't have it on the Fast Travel menu, and also I cannot reach any acctual content on either "DLC" menu on the main menu, or in "manage content" in options. Both "no additional content has been found". Also, when I try to search the DLCs in the PSN shop, it comes out empty. 

Anyone experienced this problem?

Thanks in advance!