This forum is to be used for all discussions pertaining to The Elder Scrolls IV: Oblivion, its Knights of the Nine and Shivering Isles expansions, and any user-created or premium modules.
There's probably a player.setstage console command to force the quest to continue, but I don't have SI on the PC yet so I don't know what it is. On 360 your only option might be to go back to a saved game and start the quest over.