Its in fort vindasel, southwest of the imperial city..almost on the road. You dont hav to start the daedric shrine quest to get it. When you take it back to Clivicus Vile she gives you the chioce of keeping it (which she doesnt like) or trading it in for some helm that i personally didnt like.
Bethesda makes the best games ever. The Elder Scrolls games rock harder then any other game ever. I like Heavy Metal and Death Metal. My favorite band is DevilDriver.