Once you've downloaded it, it is considered "installed". I think what you are really asking is, "When I go to play matchmaking, it tells me that I don't have the maps required to play." Right?
You do have the maps... When you select matchmaking from the Halo 3 main menu, select which game type you plan on playing and then wait at that screen. (The one saying you don't have the maps) After about a minute, your game will have recognized that the maps are in fact there. It may take longer than a minute, sometimes 5. Be patient, if you've downloaded them, it will recognize them.
In the worst case, try deleting them and then re-downloading them.
Peace!