I'm in the quest named: The Ultimate Heist, given by The Grey Fox. Where you have to steal the Elder Scrolls in the Imperial Palace Library. I've past trough it all, an I didn't found the scrolls, so I went back to The Gray Fox to see what I had to do. But the I saw a walktrough video, and I tried to go back to the Library in the Imperial Palace, and the door under the statue that you have to shoot that special arrow is closed and it needs a key. The first time I walked trough that door, I dind had any key. Now I can't go back in there. Can anyone please tell me what to do? Or tell me were is the key to that door?

(By the way, sorry by the bad English, I'm Portuguese)