1. Locate your Oblivion folder, default is: C:\Program Files\Bethesda Softworks\Oblivion

2. Copy the data folder from this zip into your oblivion folder.

3. Run the Oblivion Launcher and click on Data Files.

4. Check the 3 Alternative Stories.esp (Player File) and hit OK.

5. Start a new game and choose your adventure :D

If you would like to start a game with the original start, just disable the mod temporarily.