DLC doesn't work on regular Oblivion disc

My friend let me borrow his copy of Oblivion GoTY so I could download the DLC. I've been looking on the internet, and everyone says that once the DLC is on your console (Xbox 360) you can play it on a regular copy of oblivion. But when I use my copy, the option to go to the shivering isles never came up. It worked on my friends copy, but I was using a different character then which I have deleted now. Have I done something wrong? Please help.