I downloaded the Shivering Isles to my hdd and one of the guides said to wait a day and you would get the quest message but i've waited about a week and still haven't seen anything.

Lots oof people are having problems like this...the best advice i can give you is to delete shivering isles of your hardrive then download it back on again (its free once youve already paid) if it still doesnt work ask microsoft for your points back you may or may not get them...Good Luck;)

wat thoose ppl say isnt exactly lie or the truth, u hear it from pppl talking and having conversations. i tried w8ing but it didnt work.
so i was traveling throught eh market district and every1 istalking and thats werei heard it.
and if u dont want to w8, just go to leyawin sea i think. and its by 1 of the letters in the ocean on ur map.

I had this problem too, it turned out I needed a patch. So on your account that is your Xbox Live account, load Oblivion, while connected to the internet, and it should say an update is needed, so download it, don't worry its free, and you should then be able to play the expansion. I had this with Knights of the Nine, the Vile Lair, Spell Tomes and Mehrunes Razor too.