I had a problem with that as well. But you should definitely try this mod:Axolotl said:Better combat, bullets kill people, quickly In Fallout 3 most enemies seem to absorb almost all the bullets I shoot them with. Make ammo much rarer but increase the damage guns do, this means that unarmed and Melee become viable choices and helps with the wasteland atmosphere.
http://www.fallout3nexus.com/downloads/file.php?id=2761
It makes guns do way more damage, and getting crippled is a big deal because you can't heal by sleeping. Also, it makes ammo and Stimpacks more expensive. It just adds a ton of cool stuff.