Yeah, this. Sorry I didn't make it more clear. I have a game, which I am well into, level 15 or so. I decided to try PI, so I installed it (via OBMM), and loaded up my save game. I got the above bolded messages, and my attributes were not changed.
1) Using OBMM, hover over the piCore.esm (not the esp!) file. Write down the 2-digit FormID number in the info popup.
2) Go into Oblivion and load your savegame.
3) Hit tilde (~) to get to the console
4) Type: player.addspell xx013ced
(where xx is replaced be the 2-digit FormID)
5) You should get a message saying the spell *Pure Immersion* has been added.
6) Hit tilde again to exit the console mode.
7) You can now cast the spell *Pure Immersion* (a Lesser power) to bring up the PI config menu.