I just bought and installed Oblivion GOTY for PC on my machine. I'm running Win XP Pro, SP3, 4Gb ram. First time I've played the game. I installed the game to c:\Oblivion without a hitch and successfully test started a new game.

The problem as far as I'm concerned is that Oblivion's readme says saved games will be saved to \My Documents\My Games\Oblivion directory. I do not want files saved to that location. Can I and how would I override that location so that saved games are put in a location my choosing?

Thanks.