I am supposed to get a samurai's baton from somewhere. Where do I go and what do I have to do to get it.

Just done this meself

Er right..
Firstly, you need access to Shurogeon (sp?) castle. If you look at the castle on the map, about half way up the right hand side of the outside of the castle, there is an area a gap in the trees opposite the castle walls forms. If you go in there, there's a bunch of Samurai skeletons and a 'Spirit of the Samurai' to defeat, the Spirit drops the baton you need.

I didn't find this place until I had nearly completed the castle (there's a bit where you can gain access to the top of the castle walls near D'Soto's bedroom) but I think you can get to the moat in that area and simply climb out.

Just jump into the water surrounding the castle, swim to the left side and dive. You don't have to enter the castle to become a samurai.