and those bandits were just waiting outside the dungeon? that's ill as fuck. you do all the dirty work and then they stick you for the loot, haha

if you're looking to improve your thieving skills go back to the imperial city, get really friendly with a beggar, ask him about 'grey eyes' and he'll tell you how to join the thief's guild. be careful on that initiation mission tho. i went too fast and it glitched up on me so i had to go back to my last non-auto save which was about 2 hrs playing time :(