If you don't use Wrye Bash to install your mods, it's easy if you use the 7z version "DarNified UI 132 7z Archive" under OPTIONAL FILES
Step 1. Just extract the 7z to your Oblivion\Data folder
You don't need to do Step 2, all the fonts will be extracted to the fonts subfolder already.
Step 3. Go to My Documents\My Games\Oblivion and edit the oblivion.ini fonts section to match the attached pics.
You just have to change the middle 3 lines. (you can copy and paste them from the mod page.)

That looks much better.

If you're interested in a color change, take a look at:

DarkUI'd DarN

and

DarkUI Darn Recolored Dark Blue

Thanks, will have a look.

My latest screenshots.
Thanks WinterSnowfall, am having so much fun with the game.
Thanks also Olnorton, DarNified UI is so much better.

You're welcome, glad you're enjoying it :). Nice looking hero you got there... and you've been busy. I've only been south of the Imperial City so far, and a bit in Anvil.

Thanks, had some extra time to play and it's cold outside:)