Turn off Skype. It will not start up if Skype is running.
Even so, be ready for random, patternless crashes. I can spend an entire evening on Fallout 3 without a crash or I can get a crash every 5 minutes. Weird.
Also if you decide to purchase and download the add-ons for Fallout 3, be prepared to continually download them and delete them until a copy actually arrives on your desk from Games For Windows Live. THEN once you actually have the files, you have to move them to the Data folder under Fallout 3. It's a real mess, trust me.
The add-ons are interesting and do give you some new weapons and armor.