When I quit Oblivion and press the Exit game tab the game finishes but I get an Oblivion has stopped working error in windows.
The game runs great it's just this minor error that I get and would like to rectify.
Anyone know of a solution?

I don't think there is a solution to this problem, i have this problem, but i don't think it's a problem per say. You are going to leave the game and this is solved in seconds so eh.

It;s just annoying
I've even had the Windows search for a solution automatically as it does and said I need to update Oblivion but the website it directs me to has an error lol
I have read somewhere about a patch or mod that fixes it but I cant remember where.

Simply type

qqq

in the console. You will receive a "Bye!" and you are on your desktop.

Oh I'll try that thanks