I have tried some of the fixes the GOG Support center have listed but they don't seem to even work for me. Any ideas on how to fix this? I recently got this because it was on sale (and my steam version is pretty broken anyways) but seems like I can't play it on here either.

Fallout 3 didn't start for me until I installed a DirectX 2010 version using the files from another game. GOG forgot to include all the necessary bits and pieces needed. Could be something similar. Try DX2010, VC Redist something-something, etc.