INstalled IV fine, right clicked run as admin and when i click the play button the game menu comes up. When i click play in that, a small window briefly appears in the upper left and then nothing else happens. Any ideas? Thanks!!

"IV"="Oblivion"?
The small window is normal, then Bethesda intros should be played. What does "nothing else happens" mean? Does the small window remain visible, or does it disappear? You might check the task manager whether or not the Oblivion task remains active. Do you continue to hear music?
It might be a problem with the display of the videos, or a codec problem? You might try to remove (after backing up) or rename the .bik files and try again. These are the 4 files
bethesda softworks HD720p.bik,
2k games.bik,
game studios.bik,
Oblivion Legal.bik.
Or edit the ini: Change the line "SIntroSequence=..." to "SIntroSequence=" (without quotes). Make sure to backup the original ini before you modify it. If you have been using the default ini (before you've changed it), you may also delete the edited ini, if you want to have the original one back.
I'm not sure it helps, but it's easy to do and worth a try.

Thanks so much! Yes oblivion and the music is playing when the intro window comes up after clicking play in the gog galaxy window. Then when i click play in the elder scrolls box, the small window comes up and then disappears, with no music. The other choices- data files, options, elderscrolls.com, etc seem to work fine. I will try your suggestions. Thx!
In the taxk manager, the gog galaxy is there and the oblivion launcher and then when i click play the launch switches to oblivion while the small window is there and then disappears when it does (gog galaxy still there)