Hahaha nice, I remember always being pissed about how hard it is to find lockpicks, thank god the guild members help you out. I remember I got such a thrill from stealing 5G wine bottles from the back of a store while the owner was just around the corner... eventually I almost had an addiction to stealing anything worth money that I could get my hands on, so much fun.

You might also try surrendering by holding up your shield and talking to a guard that's attacking you.

I think that only works though if you accidentally attack somebody and they come after you for it and not if you're resisting arrest though.

Are you in the Thieves guild? Once you're in it, you can pay off your fines for less through them instead of through the guards. If you haven't gotten any notice to join the guild yet, you'll be visited by a blue skin elf lady one day when you're sleeping after you go to jail for stealing.

He's in the Thieves' guild, because he's describing a Thieves' Guild mission.

Okay, I'll be nice.

1) IF you are in the Mages' Guild, go to the Arcane University.

2) If not, GO JOIN THE MAGES' GUILD!

3) The guards will come in, and be owned by the mages. You can get some enchanted daggers from the dead mages.

4) Go to the Waterfront at midnight

5) Pay off your fines and bounty.

If you can't afford to pay off your bounty, make some money.

Oh, well then why go into so much detail? The only thing he has to do is go to the waterfront, pay the fine and that's it....

because

3) ............... You can get some enchanted daggers from the dead mages

I'm cheap

I think the mission you're referring is the Second Fighting Chance mission given to you by Armand after you fail the original Alentus Book theft to join the Thieves guild am I right?

You have to steal the sword from Rohssan's second floor, and you always get caught by her dog which in turn alerts the guards right? To beat that mission easily, you have to get a a Calm spell, you can buy one on the Imperial City, and it's a novice level spell, so even if you're not a mage character you can still use it. Just remember that you'll only have about 15 seconds to steal the sword, and get out of the second floor before the dog is released from the spell.
Also, make sure you don't get caught by Rohssan lockpicking the second floor door. or she will alert the guards too. To check if you're being caught or not, go into a sneaking position before lockpicking the door and see if the Eye of Sneak is lit or not, if it is, your being watched by Rohssan, if it's not, then it's safe to lockpick ;)