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Fallout: New Vegas Walkthrough Wild Card: Finishing Touches

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After you are being given the quest, head over to El Dorado Substation.

Enter inside the El Dorado Substation and use the override chip Yes Man gave you to power the substation.

After installing the override chip, head back to Yes Man. He is going to ask you if you're ready to head over to the dam and fight against the Caesar's Legion.

Keep in mind that once you start the quest, there is NO way back, so do any side-quests before finishing the last; main quest.