You have to have Xbox live. Once you are in the game go to the Xbox live. Then click community creations. Then click download. You can type and search for people. Or you can just go to WWE shop in the game and buy it with Microsoft points. If you don't have Xbox i don't think you can.
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It can be downloaded from Xbox LIVE and PlayStation Store.
You can download her from WWE Shop on PlayStation Store and Xbox LIVE.
check caws.ws only in the xbox 360 and ps3 you can download them from the internet.
The only method that I'm aware of is this: Buy a PS2 or Xbox (if the games support the online function) For PS2, buy either Smackdown! vs RAW or Smackdown! vs RAW 2006, connect the PS2 online and voila! Play to your heart's content! I haven't owned an Xbox so I can't say how to play the wrestling games online or even the names of the games for Xbox.
The Nexus is not in the orignial Smackdown vs Raw 2011 roster, but three members from the old Nexus (Wade Barrett, Justin Gabriel and David Otunga) can be bought and downloaded in the first DLC pack from Xbox LIVE.