For some reason in my current playthrough of skyrim I cant seem to 'persuade' guards to let me off when I've commited a low level crime (such as getting caught picking a lock). The option doesnt come up!

Which is strange as in my other characters the option always comes up.

Is this a bug or do I need a pre-requistie in something for this option to activate?

I could be wrong but I think you have to complete the Thieves Guild special mission for that city. I could be wrong though.

which special mission?