I'm currently doing the questline for the Imperials in the civil war, and to get to my location quickly I traveled to Riften and stole a horse. Upon doing so, I got a quest update that says "collect bounty from Anuriel."
Does anyone know what this is for? I haven't yet been to Anuriel because I'm currently doing The Battle for Fort Greenwall. (Pause screen is up at this moment)

You did a quest before getting it, now you must collect the bounty. That's it.

Yeah, but before when I did the exact same thing (the game froze and I had to restart my PS3) I didn't get the update.

My guess is that when you fast traveled, a dragon appeared nearby and killed a bandit leader who had a bounty on.