Only the unoficial patch installed (the 3 patch, for oblivion, SI and the official pluggin)
The first quest is given after we murder someone. We have to go to an Inn betwen imperial city and the city at complete south of the map.
Everything goes well, i kill the guy, the brotherhood guy come see me after... then after my guy wash his hand, look at the beatiful corpse with a lot of blood, a kill maybe a little to much easy, since the NPC had only 1 life... Then, i go to the ladder to go up, i activate the ladder, and NOTHING. I the ladder dont activate, im trapped in the basemant. So each time i have to use the console to get out.
I dont like using the console, its like cheating. Anyway, i did not even remember what to write.
This happen each time i install oblivion. So its not just a corrupted installation. I installed oblivion on 3 different computer, using 2 different oblivion to try it. My oblivion GOTY and tried with my friend's GOTY to be sure it was not my disc that had a corrupted file.
Also, check that: http://www.uesp.net/wiki/Oblivion_talk:Inn_of_Ill_Omen