When i stole something i i chose to refuse arest they and thats the only save i have in the game is where i have stolen something and the guards are chasing me then i die... can you pay a fine or anything while your being chased?

Look in My Documents, My Games, Oblivion, Saves folder.

You should have some ".bak" save files. Hopefully one of them will have a prior place for you not in trouble!

This is all I can truly offer, but I wouldn't worry about it much. Whatever you lose in-game you can re-acquire (and surpass) in short order.

if you can, just dump what you have then pay the fine. you can go back later and pick up the stuff you droped. but then again, you can get most of your stuff back if you lose it anyway.

yeah u just hold block and talk to the guards and the should accept ur plea or something then u can pay or go to jail. hope this helps