I have a set of help files for newcomers. They are available here: (click on the highlighted text below)
http://s1.zetaboards.com/TheStormRavenLibrary/forum/256092/Start at number 1 and it will guide you through installing a very simple mod that it has you download.
Also, there is a problem with using mods in Vista if you install Oblivion to the default location.
Quoted from the Oblivion Mods FAQ WIKI
Using VISTA only: If you have downloaded and installed, and the mod is appearing in your Data Files List, but not in your game. Then you should reinstall Oblivion into a different directory instead of the default.
Installing mods on a Windows Vista system is bit trickier than it is on Windows XP due to Vista's increased security.
For best results, it is recommended to install Oblivion to a location other than the default C:\Program Files\ folder. Another location such as C:\Oblivion\ or D:\games\Oblivion\ will work better. This will avoid the file permission problems many users have experienced due to the increased security restrictions Vista places on the Program Files folder.
Wiki entry on installing Oblivion in Vista:
http://cs.elderscrolls.com/constwiki/index.php/Windows_VistaIf you can't, or just don't want to reinstall Oblivion, try this.
Vista users may have to disable a security function known as UAC. If you have downloaded and installed, and the mod is appearing in your Data Files List, but not in your game check to see if UAC is turned on. If so. Look here for instructions on how to turn it off.
http://www.howtogeek.com/howto/windows-vis...-windows-vista/