Of Secret and Shadow
Oblivion: Dark Brotherhood Quest
Ocheeva has a sealed letter for you from Lucien Lachance. He instructs you to meet him at his private refuge at Fort Farragut, just to the northeast of Cheydinhal. He warns you not to tell anyone of this meeting.
The most obvious (but most difficult) way is make your way through the fort to get to Lucien, which isn't entirely simple. The dungeon is heavily trapped and guarded by several undead. Alternatively, though, you can follow a shortcut. There's a trap door just northwest of the fort in a hollowed-out tree. Enter it and you'll be directly in Lucien's room.
The fast way is faster and easier, but there is considerable loot in the dungeon, as well as plenty of opportunities to skill up by fighting your way through. The choice is yours.
Either way you choose to get there, you'll find Lucien inside. He confirms rumors that there is an "assassin among assassins" within the Cheydinhal Dark Brotherhood Sanctuary. He instructs you to perform a purification on the sanctuary — you must kill every member of the Cheydinhal sanctuary.
This quest ends here, and a new one is opened: The Purification.