So i got the assignment from the gray fox: Steal the arrow of exegrablablablasomething. I have to sneak into a castle true a secret entrance, which i cannot find, but no worries, my sneak is high enough to get in the room anyway.

So the arrow is not in the room "maybe there is a secret room", yes there is, so i go there, kill the people in the dungeon and then... a locked door, it needs a key en therein lies the problem... where the f*ck is that bloody key?! my beloved arrow is right behind that door, but i can't get there...

help, i have searched my ass of for a key or a secret entrance, but it is nowhere to be found

The arrow is only an arrow head. There should be no problem in finding it. What place is it in and I'll try to remember if there is another entrance.

I believe it is the Arrow of Extradation or something, and when you go to the tower that it is at, you must go inside the keep (into a courtyart with I think 3 people) and up around the ramps. There is a small balcony a ways up (keep in mind, this is still outside in the courtyard, dont go in the dungeon), I think on the second or third ring of ruin. It is I think in a chest or laying out on a table. I remember doing that one because I killed the guy who owned the tower and got myself banned from the mages guild.

I don't get it Adras, are we talking about the same quest here? The questlog clearly says that there "must be a secret room" when i find it there is some sort of dungeon where my destination arrow is green, so i should be there no? but there is a door between me and the arrow for which i need a key i cannot find

You have to access the tower from the mage's room in the castle. One of the walls is fake and moves without any need for a key. You have to fight your way through the tunnels and ultimately into the castle courtyard (no key is needed). As Adras says the mage is outside on the top level. In my game he is non hostile and doesn't object to me stealing all his belongings from under his nose. You can reach the castle externally but you cannot enter the keep that way. It sounds to me as if you are there.

If this is where I think it is, I had the same trouble. You dont go through that door. If you go back a bit you'll come across a pond or something that you swim in? there is a secret passage you can swim in there that takes you around to the other side of th door. How ever, in this pond there are 2 ways to go, one you'll need water breathing and you'll end up outside! But if you go the way that doesnt need water breathing you'll end up where you want to go. Use your map and you'll see that were the water is, there seems to be a passage there...

Yes. That is correct if you are already in the tunnels. I believe this is the ruin where if you dive deep enough you will meet the Giant Slaughterfish with interesting stomach contents.

Here is some more help, I've uploaded some images to photo bucket that you might find useful:

MiniMap
The map path that you must take.The red circle is the door that wont open, red line is walking on land, in light blue is you are walking in water, in dark blue means that you are swimming UNDERWATER.

The locked door that cannot be picked
The door that is locked is in a dungeon like area

The "Pond"
The place you need to swim looks like a cave

The place you need to swim into
dont go too deep, if you see a skeleton in the water you're about to go to far down, go under and look for the enterance slowly, surface if you cant find it and try again. When you find it come up, get some air and then go for it!

EXACTLY! very nice! i met the giant slaughterfish... as i was already drowning didn't know there was another passage, thanks alot, this 'll help

Anytime, just some helpful tips, you're about to come across some buggy bits in the game [the next quest or the one following it] just make some new saves before starting anymore thieves guild quests. Enjoy!

found the arrow... cool, the idiot wizard doesnt even care that i took the arrow head... anyway, thank for the saving tip

Never mind, found it already... an am guildmaster now