Do not install the DLC onto the full game purchased via Denpasoft - it already has it installed.
1. Make sure you have installed the game via Steam.
2. Download the DLC via Denpasoft (in your account's downloads). The file will look like this:
3. Open the 'nekonin3_ec_fullpatch' folder to see:
4. Go to Steam, and right click on Neko-Nin exHEART 3. Then go to Manage and Browse Local Files. You should see the following:
5. Clicking on 'Browse Local Files' should show this:
6. Copy the files from the downloaded patch (step 1) into this folder. Confirm the replacement of files. It should look like this:
7. You're done!