Ive played skyrim quite a few times and ive always gotten attacked by assassins that have the dark brotherhood note and im wondering is this a quest i can do and attack the dark brotherhood for attacking me....if so how do i go about starting it....ive already tried talking to a guard.

thanks in advance.

To kill the DB, kill Grelod, sleep. kill Astrid, go see the legate at Dragonbridge and talk to him he sends you to kill the DB, have fun!

P.S. You do need to talk to Aventis before killing Grelod.

The Dark Brotherhood attacks are one of Skyrim's Radiant http://www.uesp.net/wiki/Skyrim:World_Interactions According to the UESP they ought to stop once you complete Innocence Lost.

Of course, there's nothing stopping you from going all the way and taking the extra steps Brambleberry mentions. I imagine that would be much more satisfying.