In Elder Scrolls IV Oblivion Game of The Year Edition how do I get to the expansions?

I've finished the main storyline and want more to do besides little side quests.In Elder Scrolls IV Oblivion Game of The Year Edition how do I get to the expansions?
You have to have internet and normally a scroll will come up and tell you where to go.In Elder Scrolls IV Oblivion Game of The Year Edition how do I get to the expansions?
The ps3 version just downloads it automatically but xbox verison has 2 discs so download the second disc and play the game. Knights of the nine , go to anvil by the church and talk to the ranting profit and he will tell you what to do. shivering isle and memo should come up alerting you about a rumour about a strange door, if you just skipped it, go to the stable outside bravil and facing bravil look left out into the niben bay you should see something swim to it and a kind of cutscene should play.

hope i helped ^^