Can I stack the Oblivion games? Elder Scrolls/Bloodmoon/etc?

I have the Elder Scrolls IV Oblivion game on the PC, but I was thinking about getting the Bloodmoon game and some others, but I was wondering, before I get it, would I be able to transfer my current character onto those games? I found a pack with 3 games in it, so I thought it may work, as they are sold together, and someone told me you can dump the file onto it or something? I'm not very "computer literate", so is this possible, and if so, how can I do it?