Instructions
Xbox 360
Sign on to the Xbox Live Marketplace and enter the "Add-Ons and Extras" section. Go up to the "Titles A-Z" category and scroll right to the letter "O" and push the "A" button. Oblivion should be the first game in the list, so highlight it and push A again. Scroll over two menus until you reach the "Extras" menu list for Oblivion. Scroll down the list and select "See All. " Scroll down again and select the Shivering Isles expansion.
Ensure that enough Microsoft Points are stored to buy the expansion. If enough points are stored, click "confirm download." If the balance is too low, scroll down one and click "add points" and add enough points to pay for the download. Wait until the download completes, which takes several minutes. Either create a new character or use an old one.
Make sure the title update is installed first, which is done by inserting GOTY edition disc 1 while connected to Xbox. Next, insert GOTY edition disc 2 into the console. Select the "yes" option when asked to install the update. If the retail or stand alone disc was purchased, insert it into the console and select "yes" when prompted for installation update.
PC
Insert disc two of the GOTY edition or the retail disc for the Shivering Isles expansion and select "yes" when prompted to install new software. Reboot computer after installation only if prompted, as some systems don't require a reboot.
Go to Bethsoft.com and left-click "downloads" on the red title bar at the top of the page. Select "TES IV: Shivering Isles" from the gray column on the far right. Download the patch and follow instructions, which vary depending on the computer system.
Reboot computer if prompted. Play with a new or old character as they both work the same in the expansion.
PS3
Access the PlayStation Network to purchase the Shivering Isles expansion. Click the "view all" tab and click on the box "browse by title D-E." Select "Elder Scrolls" and choose the "Shivering Isles" selection. After paying for the addition, wait for the game to download and play with a new or old character.
Purchase the GOTY edition of "Oblivion: The Elder Scrolls" for PS3. Insert disc and follow prompts to install. Unlike the Xbox 360 GOTY edition, the PS3 version features only one disc.
Purchase the retail "Shivering Isles" disc for PS3 and insert into the PS3 console. Make sure "Oblivion: The Elder Scrolls" is loaded correctly before installation, as the retail disc will not play unless "Oblivion" was previously installed. Select a character or create a new one and play.