Instructions
Log in to the PlayStation Network before starting up your game of Oblivion. To do this, scroll to the "PlayStation Network" icon on the XMB dashboard using the directional pad or the left thumbstick. Highlight the "Sign In" option and press "X".
Enter your username and password using the virtual keyboard and highlight the "Sign In" button on this screen. Press "X" to complete the sign-in process.
Use the directional pad or left thumbstick to scroll to the "Game" menu. Scroll down to the disc icon with "The Elder Scrolls IV: Oblivion" and press "X" to launch the game.
Read the message stating that an updated version of the game is available for download. Follow the onscreen prompts to download and install the new patch for your game. When the game loads, your PS3 will automatically apply the patch from the hard drive to fix any glitches.