is there a cheat to teleport to ald ruin or bolmora

Yes. Open the console and type:
coc "Ald-Ruhn"
To get to Ald-Ruhn, and:
coc Balmora
To get to Balmora.

thanks

Using coc a lot can cause crashes for many people, and creates some problems especially when using it in exteriors. (although some people never seem to crash from it)
It is recommended you use a teleport mod instead.
Like http://planetelderscrolls.gamespy.com/View.php?view=Mods.Detail&id=7166 or http://planetelderscrolls.gamespy.com/View.php?view=Mods.Detail&id=8153.

This also helps keep you immersed in the game (instead of hacking the console) and it feels like less of a "cheat."

I've never had a problem with COCing but the Ring of Teleportation is definitely worth the download for the immersion aspect. Definitely makes you feel like you're playing instead of hacking.

Mod for similar effect: http://planetelderscrolls.gamespy.com/View.php?view=Mods.Detail&id=1397