To install Skyrim's moons, you'll need Skyrim installed so you can extract the texture files. If you have a favorite moon mod for Skyrim, you could probably use that too.
To extract the vanilla Skyrim moons, I used Faw's BSA Browser to open "Skyrim - Textures.bsa" in the Skyrim Data folder. Locate the [Skyrim/Texture/sky] within the extractor and extract the multiple "masser" and "secunda" files to the same folder you installed this mod to (...Oblivion/Data/Textures/sky). If the Skyrim moons are right next to Oblvion's Blue-Be-Gone's moonshadow.dds, you should be done!
EDIT: This mod's and the vanilla moon shadow are incompatible with moon textures that reduce the size of the moon. If you are desparate for a fix, you can reduce the size of the shadow included in BBG to more closely match the size of the moon textures.
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To extract the vanilla Skyrim moons, I used Faw's BSA Browser to open "Skyrim - Textures.bsa" in the Skyrim Data folder. Locate the [Skyrim/Texture/sky] within the extractor and extract the multiple "masser" and "secunda" files to the same folder you installed this mod to (...Oblivion/Data/Textures/sky). If the Skyrim moons are right next to Oblvion's Blue-Be-Gone's moonshadow.dds, you should be done!
EDIT: This mod's and the vanilla moon shadow are incompatible with moon textures that reduce the size of the moon. If you are desparate for a fix, you can reduce the size of the shadow included in BBG to more closely match the size of the moon textures.