Play Oblivion X64 System Freeze

I have a fairly new computer (about 5 months), and I recently wanted to play Oblivion again. When I ran the setup for it, the music would start from the setup program, and I would click yes (for permission to run the setup program) then I would get an error saying that the program has to close. I browsed the internet for solutions, and found that Oblivion was made for XP and hasnt made a patch/compability for Vista. I also read that Oblivion can be played on a vista and that many people are doing it. I found out I had to run the setup program (and the oblivion program) in windows xp service pack 2. I installed the game with no problem after that.

Now when I run the game, it goes to the menu screen (with the option for new game, load, option, ect.), and the first couple times I would go to options to configure the graphics and sound ect... after about 10-30 seconds the computer would freeze with the screen frozen, or the computer would freeze and the screen go black. After a couple tries (after restarting the computer) I would click on "New Game". The intro movie would play for about 10 secound before my computer froze again .