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Oblivion Mod Manager (a.k.a. OBMM Oblivion Mod Manager) is the fantastic work of Timeslip. Not only can you install and organize mods, but also you can organize your load order and implement multiple types of archive invalidation, with ease.
Oblivion:Security. < Oblivion: Skills. Security is basically a polite word for lockpicking. Throughout the world you will find lockpicks on creatures (goblins and bandits tend to drop them, for example) and in chests, plus a couple of NPCs sell them to you. These can be used to pick locks on the chests and doors you find everywhere.