The Elder Scrolls IV: Oblivion Guide - Main Quest Walkthrough
Defense of Bruma
Give the Great Welkynd Stone to Martin to learn about the Great Sigil Stone, which is the last item required to open a portal to Camoran's Paradise. Unfortunately, the Sigil Stone found in a run-of-the-mill Oblivion Gate will not suffice. As such, Martin has come up with a potentially dangerous plan to acquire a Great Sigil Stone. He explains that the Mythic Dawn plan to open a Great Gate outside of Bruma, not unlike the one that led to the destruction of Kvatch. The plan is to allow the Mythic Dawn to open this gate, followed by you entering to fetch the Great Sigil Stone inside.
Before proceeding with this quest, it would be worth your while to complete 'Allies for Bruma' quest first. Garnering support for Bruma will make the time spent waiting for the Great Gate to open much less of a challenge. Completing Allies for Bruma is completely option, so if you don't care to, that's your choice. The equipment and skill levels you are sure to gain by doing so might be of help as well.
When you're ready to accept this quest, you'll need to speak to Narina Carvain, the countess of Bruma. Select the 'Battle Plans' dialogue option while speaking to her. The countess agrees to meet Martin at the Chapel of Talos to discuss his plan, so follow her there. After the meeting, you'll just need to speak to the countess when you are ready.
Speak to the countess in the Chapel of Talos once you are prepared for battle.
Speak to Martin first for more thorough instructions. He explains that before a Great Gate can be opened, the Mythic Dawn must be allowed to open three lesser Oblivion gates. The power output from these lesser gates will permit them to open a Great Gate, which will then be used to bring out a siege machine from within Oblivion to blast through Bruma's walls. As such, time is of the essence here; you'll have to move fast once you step through that gate. If the siege machine makes it through the gate, all hope is lost. Speak to the countess once you're ready to get started.
Follow Martin and the others down to the battlefield. If you didn't garner enough support for Bruma through the 'Allies for Bruma' quest, the city will be forced to send its militia out to the fight. The militia, of course, won't stand much of a chance against the armies of Oblivion.
There is initially one lesser Oblivion gate open on the battlefield. A Great Gate will open shortly after two additional lesser gates have. You will need to enter the Great Gate when it opens to acquire the Great Sigil Stone within. Martin must be protected until you're through the Great Gate. If Martin falls during the battle, the game is over. Depending on your character's level, different Daedra will emerge from the Oblivion gates; the higher your character's level, the nastier the Daedra.