At the very begining you get the choice to skip the tutorial in the prison. If you choose to skip it you can then choose what item you will pick up and how you will fight. Then when you start the Autoplay you will see a short film (You can skip it too) based on your combatsettings.
After the film you will get items and skills based on what you chose in the begining and you will be moved to the exit of the sewers.

Then you can just leave and play as usual.

To install:
Just unzip the files and put the videoes under:
Oblivion/Data/Video
and the .esp under:
Oblivion/Data

If you find any bug please tell me and i will make an update with it corrected.