Thorn in the Side is a quest started by Tilian, found outside the small encampment, just south of the Champion Harbour. You've got only one shot at accepting the quest, Tilian will initiate the conversation himself and pull you in the shady business. Titian would like Saul killed, the prisoner they've recently caged for killing a Slayer. If you chose Kenneth to be your Skill Trainer, you will receive the quest Apprentice and Adversary in which case you'll want to save Saul and fail this quest.
To get to Saul, you'll need to get past Montagu first, who guards the prison door. There are three ways to do that, either by beating him in a duel, bribing him (1000 gold coins), or mindreading him and then reporting to Tilian that he's a smuggler.
Either way, you'll reach Saul by using the teleporter inside. It will take you high atop the mountainside and you can learn the truth from Saul once you free him with the key found on the bench. You do not have to finish the quest if you do not want to, however, that way you'll obviously fail it and walk away with no rewards. If you still decide to kill him, just report back to Tilian to receive your share of experience and gold.