I have the same problem, and it really pisses me off. Only a black screen with cursor appears when I'm trying to enter Dantooine the second time. It seems like it doesn't happen when you go to Dantooine last cause that's what I succesfully did playing the game the first time. But since I didn't do that this time and I don't fancy playing a large section of the game again because of a pesky bug, there's not much to do but wait for the miraculous patch that will save us from Oblivion. Or was it Obsidian?
Asus K8N Deluxe
Athlon 64 3400+
1024 Mb DDR 400
Geforce 6800 GT