I had bought some new DLC and while it was showing as downloaded, it also listed as "deactivated" on Marketplace and was like ghosted-out in my world selection. If you go into your Marketplace and choose the My Collection tab, you should be able to manage all of your DLC. I found that the DLC I had just bought was not "active". It was downloaded but I needed to select it, by clicking on it so a green check-mark would appear. Then I had okay'd it. I think I had to re-start the game but this time all of the new stuff was playable and available.
