As you may have read earlier BioWare have come across a few problems since releasing their Zaeed DLC, so much so that they had to take the DLC down for a while, however it should now be back online at some point today.
One of the problems which users have experienced related to being “Cerberus Enabled”, you can check that you are Cerberus enabled by checking the main menu, “on the main menu. The computer on the right hand side of the screen should be open. If it is not then check to see that you’ve entered your Cerberus Code in the account creation screens located in game”.
Another problem related to the Cerberus network was that some “PC Collectors’ Edition Cerberus Codes are not working”, if you check out examiner.com’s article you can see how to resolve this, their article also includes many other fixes and workarounds.