This happened to me. You are taking about the key to the theif cellar? If you are I can help you out of this situation. I had the same problem a while back, there is an out. In fact, I will look up an old e-mail response I gave to somebody else and get back with you. Please be patience, and creating a key doesn't work; I tried that.
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Reeka--The Hand of Death O_H_F
Lady in Waiting (found what I was waiting for)
Official Party Planner and Events Coordinator of the Moon's Hope Inn
Proud Member of the Ladies Guild
GMDLM
