TES2, TES3, Daggerfall, Morrowind, Tamriel, Elder Scrolls, and whatever other words might be generally associated with these games are the property of Bethesda Softworks, Inc. The games themselves are copyrighted by Bethesda Softworks, Inc., and (contrary to all nonsense about "abandonware") are not freely distributable, reproducible, and whatever other legal terms might be appropriate except as expressly provided in the license agreement accompanying each piece of software. Everything else is the property of the respective copyright holder and may not be reproduced without the consent of the copyright holder.
Now that I've made all of the appropriate disclaimers and probably failed to absolve myself of any potential legal liability, here's what it means in plain English:
My comments are mine, my instructions and whatnot are mine, my artwork is mine and everything else probably belongs to someone else and is used under the "fair use" provisions of the various copyright laws.
If you have managed to acquire an illegal copy of Arena, Daggerfall, Morrowind, Battlespire or Redguard, DO NOT write to me and say, "I've got this copy of the game that I downloaded from <some website> and I can't get it to work right." If I do anything other than ignore your email, it will probably be to send you a nasty note about copyrights and tell you to talk to me when you have a legitimate copy. In the interim, go have a look at THIS (link opens in a new window) for a good non-industry-produced explanation of the problem of software piracy.