That is a common problem with Steam
1. If you have Win Vista or higher pls make sure to NOT install Nehrim directly into your Program Files or Program files 86 folders.
This is important whether you have Steam or not, as Windows Installer in these versions
can run into problems and not copy the whole data needed if you install them directly into these folders.
If you have done it otherwise I would advise to deinstall and reinstall it to hinder other problems after it runs ^^
2. Now to the for you important part: first copy you Oblivion folder and save it somewhere safe
The go into your Nehrim folder and copy everything in there.
3. Then go to your original Oblivion folder in Steam and paste all these folders and files from the Nehrim folder into it (and if it asks you to copy over some other files hit Yes).
4. The last step: start Oblivion with Steam like usual but hit <Data files> in the Oblivion launcher like you would install other mods, you need to manually uncheck the Oblivion.esm and .esp (+sadly all other .esp files in there if you have any more) then check the Nehrim.esm and Nehrim.esp and then start Oblivion. Now you should get the Nehrim main menu
This really weird way to install is unfortunately the only known way how to install and play Nehrim with Steam, for Enderal things will be easier
