The key quest has several possible strategies, and you've choosen the toughest: stealing from a thief.
The other options are bribing him-- he'll sell you the key quite easily-- or killing him and all his buddies. Before going that route, though, be sure and talk to the leader of the nearby fort: he wants these guys gone, so its a twofer...
Some might argue that if you are playing as a thief, its some how 'cheating' not to steal the object in these situations. Really though, the whole idea of being playing as a villian is to defy expectations and break the rules in creative and profitable ways.
Oru
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