Do you have a cracked copy of Oblivion? If you do, this could be the problem. Extract the mod to your desktop. Now, if there is a folder called 'Data' it goes in: C:\Program Files\Bethesda Softworks\Oblivion\ If there are any folders called 'Meshes' or 'Textures' then copy all of the files and folders that are with them to: C:\Program Files\Bethesda Softworks\Oblivion\Data\ If it asks you to overwrite anything, say yes