Oblivion Modded Map HELP!!!?

I just made a map in the TES consrutcion set, and i guess that i should save it in the data folder in the oblivion map, ok, i press ''save'' in the TES program, then save, i can only save it in the data folder cause otherwise it says: invalid directory. but is only saves the oblivion plugin data file... why dosen't it make a BSA file? :( help me to continue on this map, IM STUCK! how should i continue? :(