Did you pay for the DLC? If so then it should work. If you JUST bought the game, it doesn't come for free. You have to buy it off of the Playstation Store (if you have a PS3) and or Xbox Live Market (If you have an Xbox).
Revise your grammar and I may be able to help you more. Are the maps not loading (DLC Black Ops maps, not World at War)? Because they are DLC based and there shouldn't be much of a reason they aren't loading.