If you own the Pc model of the game, then you can mod it; this means that you can adapt the game pretty much in any way you want - and it is completely legal/allowed. You will need to patch the game which means you will have to download the latest patch for the game. You will find that there are several tutorials to do this on Youtube etc. You then download the mod you want to add to the game - This could have a number of effects including new armor, new quests, the possibilities are endless - and place it in your Oblivion > Data Folder. If you are having trouble with this process you
can find tutorials on how to do this online on various websites.