Game not opening at all! (Sort of)

[WorldT]

Whenever I open Oblivion, it will do that start up thing (Play, Data Files, etc.), then, I press play, and it disappears. Soon, a black square in the upper left hand corner will appear and disappear in a split second. That might be Oblivion opening. Then, no screen appears. I hear music, yet no screen. I assume I can play it blind, but, still. Sometimes it does not eat up the courser, so I can just close it. But sometimes I have to shut down my computer entirely. I play it windowed. (Not full screen) I have the Shivering Isles and KotN, and have no other plug-ins or mods. I really want to play it again, yet this happens over and over!

[legoless]

Have you tried setting it to full screen before pressing Play? A reinstall might help as well.

[M.C.Marcellus]

Do you have the game icon in the taskbar? If you have no cursor, try alt+tab.
I have a similar issue with Morrowind, sometimes it opens as icon w/o cursor.