While doing the "Taking Care Of Lex" quest for the Thieves Guild, you must scald the paper with Lex's seal. You will see a chest just beside the desk where the seal is. If you came in the door directly behind the chest, you will get an Elven longsword, Glass longsword, Orcish helmet, and a Mythril sheild. If you came in from the door upstairs, you will get an Elven longsword and Dwarven greaves. If you came in the exact entrance, you cannot open the chest.