I think unless you have a key, most locked doors are a quest. If this is a quest, can you point me in the right direction to start it? Thanks

Yes, Crowhaven is quest related. If you want to do the quest, start by talking to the orc in the Bloodworks of the Arena in the Imperial City. That is a good hint. If you want the name and details of the quest and all the spoilers for it, here is a link: http://www.uesp.net/wiki/Oblivion:Crowhaven

Thank you, but I killed that Orc a very long time ago. I appreciate the info.

Shame, it's a fun quest

yeah, you'll have to go back before you killed him to get it...