[mad=dog]

Well I'll whip out my wand of spoiling then.

1) When you release the statues they give you a note to guide you in finding the helm. If you read it carefully you will see that ".. my cloak I leave with Quenash my fallen angel ..".
Fallen angel = prostetute. Try to look at the local whorehouse called the Undercellar for someone named Quenash. She is in a room near the centre. Oddly the correct answer when she asks you for Vails description is number 9.

2) You have to go to the Tower by yourself. There should be something called Durlags Tower on the overland map. Go there. Head south from the lone merchant near the spawn point and then east across the drawbridge. The entrance should be easy to spot then. Expect heavy duty for the thief as there are traps everywhere.