I have an Alienware M17x and the specs are

Processor: Intel® Core ™2 Duo CPU P8600 @ 2.40GHz 2.40 GHz
Installed Memory (RAM): 8.00GB (7.75 GB usable)
System type: 64-bit Operating System
OS: Windows 7 Home Premium

Does anyone know why I may be having problems?

What graphics settings are you running at?
Also you didnt list your laptop's GPU.
Either way, try turning off anistropic filtering and AA. see if that helps. it helped one of my friends.

Woops, NVIDIA GeForce 9400
Currently running at custom settings, but basically Low.

Nvidia 9400 might be the problem. I'm noticing on the forums a lot of people with a lot better cards are having troubles. still, try out turning off anistropic filtering and AA and see if that helps. if not, then i guess just wait for Bethesda's patch. I'm sure the next patch they come out with will try to fix some of the fps problems people are having.
edit: other than that, idk.

The 9400 was a very weak (comparatively) card. You probably need to run at lowered screen resolutions.

Alright thanks for the help.

The 9400 is an integrated GPU, and it's also a few generations old (65nm process vs 40nm/28nm in a few months). Integrated means that it shares memory with the system RAM vs having dedicated GPU RAM available. It's also a very small and low power chip, using only 12 watts.

A non-technical answer to your questions is "your GPU is slow". If you really want to game on a laptop, you need a dedicated GPU. Even older mid-range dedicated laptop GPUs like the 9600m will be about 4x faster than the 9400m.

The Geforce 9400 was the same card as the 8500, but on a new media, and with Turbocache added. nVIDIA had already decided on continuing to increase the size and complexity of its high end GPUs, which greatly inhibits the development of lower powered cards out of the new designs, and the 8600 GT had really been too costly to compete with the Radeon HD 3650, so they cut it in half, roughly, making the result quite a bit better than the 8400. It was marketed as a Budget graphics card, but wasn't very good at what it was supposed to do. It wasn't until the GT 220 that they got the fence-straddling spot locked down (more or less where the GT 440 is now).

Transferred to laptops, the 8500 and 9400 took another performance cut, which is why they need low settings in screen resolutions.