How to install an oblivion patch?

every time i try to install the shivering isles patch, an error comes up saying, "Old file not found". i never installed the oblivion patch, because i had already installed shivering isles onto my computer. when i wanted to download the oblivion patch, it told me that i would not be able to install any oblivion patches if i already have shivering isles installed on my pc. so what is going on? what do i need to do in order to get this patch to install, and actually work, without running the risk of losing my saved games?