try "oblivion: knights of the nine" buy it in any game shop.
or pay and download it from the net. with knights of the nine it comes as a setup.exe and installs straight to your oblivion .dir
what Troodon80 said works to if you dont have the armor mod from the begining, then you get Wizard's Tower, Vile Lair, Thieves Den, Mehrune's Razor, the Orrery, Spell Tomes, Knights of The Nine and the horse armour all in one go.