QUOTE(macmert @ Jun 4 2008, 04:41 PM)

If you search the forums a little you will see many posts regarding crashes... If you are experiencing problems, try these...
1. Scan for viruses in your machine
2. Do a diskclean, defrag, and some HDD cleaning
3. Update your drivers
4. And still experiencing crashes when quitting, first quit to main menu, not windows, that way the crashes should disappear...
Enjoy

As for me, I'm techy enough to know how to maintain my system (I hate defragging, though, but I know it's not a question of like-it-or-not), and I STILL experience(d) crashes right after hitting "Exit" and then "Yes". Oddly enough, it seems more common when quitting from the main menu.
@assin001
Then maybe you should try a process manager utility; I can recommend
Bill2's process manager, you can set a rule there for Oblivion and tell it to use both CPU cores.