I really messed up in Oblivion...like REALLY messed up?

Well I've gotten really into the game lately. The last two hours or so of gameplay, however, were just more for exploration for me. I wasn't doing any quests. But my biggest problem was that I am extremely low on money, and therefore I felt like selling stuff to merchants for money. But then I came across a guy who had something worth an unbelievable amount of money. It was ridiculous! So I got a little...excited... and murdered him lol. I ended up doing this to a few people after in order to get products worth some serious $$$. So anyways, I did this and got a lot of good stuff. However, I do know that it is nearly impossible to get away from the law once you've done that much stuff. But I'm good at getting away - or at least that's what I thought. Well I was amazing at getting away with stuff on Fallout 3 lol. But one technique that I have proven to work on Oblivion to get away is this: do something in an enclosed building/room of some sort. Then AS SOON AS you finish the "crime", get out of the building and hit the "B" on on the controller immediately. Usually, this will allow you to fast travel anywhere on the map so that the game doesn't register that there are numerous enemies around. If you wait more than like a second, you're in trouble. I guess in my situation, however, it was too serious for this to work. Because as soon as I exited the building, there were 3 guards automatically spawned right in front of me. Immediately, they said they had to arrest me. But the bail was honestly around 10,000, and I had about 200 lol. So instead of getting everything confied and serving time, I felt like I could take these guys (kill) and then book outta there. I was wrong. I died like 10 times and then changed the difficulty to the easiest possible level, and tried to RUN from them. There were so many coming at me that it was a bit intimidating. But now, I am in a respawn spot where my health is literally as low as possible. In other words, if I were to trip on my shoelace, I'd be dead. Truly. And I can't get away at all. I don't know what to do. I am actually willing to give myself up and serve time, but how? Whenever I try to go talk to them, they take me out and don't let me say anything. Is there any way to give myself up, or get away from these guys? I have nothing to improve my health, by the way.