How do you get a glass sword in oblivion

I just got one yesterday. I got it in an Oblivion gate that was near the top left of the map.
I'm still new to the game but if you go to the city on the bottom left of the map, the coast city, & basically start walking up till you get to the start of the top quarter of the map on the top left, there's a couple gates. The gate I got it in isn't the one on top, but the next one down.
You start out walking on the coast of a lava lake or ocean, you come to a cave that brings you to the next level up on the mountain.
Then walk down that for a while to another cave that leads you to the next level up. I think this is the cave I got the sword in. Its inside one of those egg looking things that have stuff in them.