@boy_wulfe
This is indeed odd, but might explain the "a download is in progress" error message.
If the DLC get downloaded to a different location the download manager might get confused here.
Thing is the DLCs should not work if they not in this folder.
So the DLCs are shown as installed and you're sure they do work? (Did you accessed a DLC location in game?)
Please search for a "DLC_EXP_Pack003" folder (that is the Citadel DLC) on your system.
Look in the "Final hours of Mass Effect folder (Including subordinate folders) first and if you can't find anything there preform a general search.