Oh, one more question- why is the leveling so slow? It's much, much slower than Fallout's. I'm a level 8 after playing 50 hours. A friend of mine is a level 49.... I just messaged him to see how many hours he has put in. That seems impossible, unless the expansions provide much greater leveling opportunities.
You aren't fighting enough for sure. A good 20-30 hours (guess-timation) should be able to get you up into the level Teens/early level 20s. Just exploring doesn't give you enough experience, you have to fight to level up your skills. The problem is that when you are so low level, you can only compete with Wolves/Rats, and those things are pretty hard to come by unless you find a dungeon somewhere.
The reason you don't level up as fast as in Fallout 3 is because in Fallout you are constantly in shootouts, in Oblivion you aren't.