Using Morrowind, as I did not play Oblivion very long, all you had to do was start using the crossbow, just like any other change you wanted your character to make.
The difference is that there were selected major and minor skills, with all the others being "normal." The only thing affected was leveling, not skill advancement. Since the new crossbow would not be a major or minor skill, it would count very little towards your leveling when you improved with it.
I don't have a problem with that and actually liked NOT leveling all the time. This is nigh impossible to do in Skyrim. EVERY skill you use gets leveled and counts towards you character's level. This makes the game go super fast and it gets boring around level 45-50 for me. I am so sick and tired of leveling speechcraft every friggin' time I sell something or leveling lockpicking with every lock I open and then, BAM! My character's level has gone up again. Add to that the stupid guards and merchants commenting on my character's "above level 30 skills" and my mage is being warned about stealing things or being a "sneak thief", even though they have NEVER stolen a thing their lives.
I guess I enjoy the planning of my character that classes with Major and Minor skill selection creates. It is definitely not for everybody, especially those who dislike creating new characters. Classes make each character unique and not the same bland jack-of-all-trades that Skyrim has us playing ![:)](http://www.gamesas.com/images/smilie/smile.png)