Instructions
Download the Oblivion Mod Manager. You can find the installer package at http://www.tesnexus.com/downloads/file.php?id=2097.
Unzip the OMOD installer package. Run the file obmm_setup. Follow the onscreen instructions to finish installing OMOD on your computer. Make sure that OMOD installs to your "Oblivion" folder.
Download the HGEC file from http://www.tesnexus.com/downloads/file.php?id=15802. You must sign up for a free TES Nexus account to view and download this mod.
Unzip the HGEC package. Place the HGEC files in your OMOD folder, which should be in your "Oblivion" installation folder.
Launch OMOD. Select the HGEC files and click "Activate." Close OMOD. Launch "Oblivion."