how to make an oblivion mod work?

Most mods i download tell me to copy their files into the oblivion/data/textures folder.
however, for me the textures folder is not there, so do i just create one?
i tried creating a texture folder this morning, and then i downloaded the 'get wet' mod, and copied it to the texture folder just like they said, and ticked the option to enable 'get wet' just before playing, but then when i actually played oblivion, my character still doesnt get wet, is there something i did wrong?