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. Then download the DLC via Denpasoft. Extract the DLC to a folder, and if you see this, click on the folder in the window, and you should see the next image. If you already see the next image, skip to the next step:
2. Go to Steam, and right click on Neko-Nin exHEART 3. Click on Properties, and then Local Files. You should see the following:
3. Click on Browse Local Files.
5. Copy the files from the downloaded patch (step 1) into this folder. Confirm the replacement of files
6. You're done!