I was just selling some wares when I found a rogue stone which I could'nt sell. I then right-clicked on it to see the description and instead of the normal description it said: "I am in the bridge district of Athkatla. Why kind of tricks are you playing on me?". Something about twisted rune I guess, but does anyone know anything about it, and where I might have picked it up? I've never seen it before.

It was inserted into the game by the Baldurdash fixpack to provide a link to the twisted rune. That particular rogue stone is found on one of the goons from the guarded compound.

I take it that you KNOW about the Twisted Rune?
If so: Yip, it's from the compound and intended to give you an extra hint as well as to ensure that you always carry a Rogue Stone in case you might need one for a quest :D