*Taken from uesp.net*
See if this will help you out. This quest is challenging because the darn entrance is so hard to find!
Orders
After you have fenced 700 gold and have completed the last quest, Turning a Blind Eye, go to the Imperial City and wait for orders from The Gray Fox. Amusei should be along and give you orders to go to the house of Malintus Ancrus in Chorrol. The Gray Fox will tell you that you need to steal the Arrow of Extrication from the Court Wizard of Bravil, Fathis Aren. Once in Bravil, sponsor a beggar so he will tell you information about Fathis Aren. Fathis keeps his most treasured items in a ruined tower outside of town. There may also be a secret passage from the castle to this tower.
The Castle
Head to the Castle and find out that Fathis has a chamber in the North Wing of the Castle. To reach the chamber will require some sneaking since there are guards in the corridors; waiting until 8 am to try to get in can help. Enter the chamber and look for the Arrow. Specifically you need to check the two chests that are to your left as you enter. The arrow is not in either but one has some useful stuff that can be used for increasing your fenced items amount. You will then get a journal entry telling you to look for a secret passageway. One of the two pillars on the alcove straight across from the entrance is the lever that opens up the secret passage to "Bravil Wizard's Grotto".
Passage to the Tower
This is a very interesting dungeon, as it is one of the few that has Dremora spawns. You will encounter Conjurers, Dremora, and possibly Daedric creatures. You will encounter a good many locked chests and doors you'll have to pick, so bring plenty of lockpicks.
As you explore you will eventually find a door that says it needs a key to be unlocked. There is in fact no key available to open this door. Instead the way through is an underwater passage. To the south of that door there is a water-filled cavern containing a very deep shaft. About ten feet down (only part of the way down) there is a tunnel on the north side of the shaft. The tunnel is located immediately below a rock "bridge" in the middle of the shaft that connects the north and south walls, and is at the same vertical level where several rays of light are clearly visible shining through the water. A slaughterfish usually guards the entrance to the tunnel. This tunnel leads around a corner then emerges out of the water on the other side of the locked door.
If you instead dive to the bottom of the deep shaft you will find an easter egg, namely a Giant Slaughterfish. This slaughterfish is leveled and can be a tough fight, especially since it is underwater. In reward, there is some nice loot. In one of the rooms with Conjurers there is a Potion of Sea (Water Breathing) which can help with getting down to the slaughterfish, although you will probably need more than just the one potion; an item with a water breathing enchantment (such as the helm Fin Gleam) is strongly recommended. There is a passageway off the Giant Slaughterfish area that leads to a door that opens into the bottom of the Niben Bay near Bravil. The trap door has a treasure chest next to it and is located approximately straight down from the "a" in "Niben Bay" on the world map.
Fathis Aren's Tower
Once you get inside the fort area, make your way to the top of the tower where you should find Fathis Aren. Rob his chest and anything else you want (but be prepared for the consequences). There are several ways you can do this. If Fathis attacks you, you may be able to lure him into falling to his death by going to the other side of the tower. For a powerful sorcerer he doesn't always look where he's going. Alternatively, Fathis Aren may accept a yield if attacking and not restart fighting you. This may provide an easy way to complete the quest without killing him. You could try taking everything from his chests before yielding. Yet another possibility is that after all the minions in the tower are defeated, Fathis Aren may not move from his desk. You can speak to him and he should not attack you. If you then walk up to the chest and retrieve the arrow, Fathis should not move from his alchemy. If you need a place to hide and heal during the fight with the many minions in the tower, run all the way up the stairs and jump across the gap (you may need a high acrobatics level ie. 60+) Or, you can try taking 2 invisibility potions, use one to sneak past Fathis and loot the chest and use the other IMMEDIATELY after exiting the chest, if done quick enough Fathis will never even see you.
If you are in the Mages Guild: If you are caught killing Fathis or stealing from the tower you are going to be kicked out of the guild. If you are in the upper echelon of ranks in the Mages Guild, it may stop Fathis from attacking you. The easy solution is simply not to attack him first. If he attacks you, you can run away from him. In order to get out of the fort area, you need to take the arrowhead and Aren's key from his chest. You will not be penalized for taking things from this chest. Once you have the arrow and key to the front gate, you can head back down the stairs and exit the tower. Then, just run along the road until a guard or other person appears and they will attack Fathis for you, allowing you to complete the mission without being kicked out of the Mages Guild. Another method is to strike Fathis once with your sword and he will briefly disappear. At that point you can steal the key and arrow head from the chest without getting caught for stealing and without being kicked out of the Mages Guild. If you find yourself getting caught over and over again, you can make a quick escape by using Aren's Tower Key to exit the tower through the main door. He will be waiting for you, but you can lose him by making a beeline for the Nibenay Bay and swimming until you hear the music change. At this point you should be able to fast travel to a safe location.
Afterwards, make your way outside the tower (through the main door) and return to the Gray Fox who will reward you with 500 gold and promote you to Master Thief. He will also tell you that you can now use Fathis Ules, who is the best fence in the guild, as your fence.
"To those who claim they will die for their country...
What the %#($ is wrong with you!?
Make the enemy die for theirs!"