Nothing derails the excitement of playing games online with your friends quite like finding out that you don't have a certain piece of DLC required to join their game. The USPTO recently approved a Microsoft patent application (filed way back in August 2008) for a system that would enable users to seamlessly purchase and download game add-ons from the Xbox Live Marketplace when alerted by an in-game prompt, provided the content was required for a particular online game they attempted to launch.
The process would allow you to make purchases without being forced out of a game lobby you might be sharing with friends -- though, really, what kind of "friends" wouldn't warn you about your game's newfound incompatibility before inviting you in? Inconsiderate friends, that's who.