Whattt???? At the end I have to kill Gentleman' Jim Stacey????? How will I DO THE THIEVES GUILD?????

With a different character.

Since the Fighters Guild and the Thieves Guild have opposing moral views, it makes perfect sense that they conflict in this manner.

Ain't logic great?

Well, you wouldn't have to kill Jim Stacey if you had paid some attention during the Fighters Guild quests and discovered that there are actually two factions in their guild. The thuggish brutes around that nord barbarian in Vivec, and the less thuggish brutes around the guy in Ald'Ruhn. In other words: there are two different endings for the Fighters Guild questline.

Really I was trying to remember when I had killed him, right, I didn't kill him. I would not have liked that.

You don't have to do any such thing.. Morrowind has a lot of choices. If you'd actually paid attention earlier in the quest line you'd have taken more quests from the guy in Ald 'Ruhn rather than taking quests from the Guildmaster in Vivec. If you've already killed the guys immediately before Jim Stacey then your chances of joining the Thieves Guild are shot anyway.