You go with Ilberd to the Burning Wall to intercept the transfer of black market weapons.
This quest is available if you have completed the quest Good Intentions.
Starting the Quest
Talk to Ilberd in Eastern Thanalan to begin the quest.
Speak with Ilberd
Go east to where the orange arrow is pointing in the minimap. Talk to Ilberd to proceed.
Speak with the Hired Thug
Go down to the quest icon on the map. Talk to the Hired Thug. Defeat the pugilist Black Marketeer Bodyguard, followed by the one who is wielding the sword and shield. Then defeat the next Black Marketeer Bodyguard who attacks, and finally defeat the Black Marketeer Bodyguard Head.
Wait for Ilberd
Go west to the orange circle on the map. Check on the sparkling Destination. There will be a cutscene.
Investigate the Disturbance
Go west into the tunnel and make your way through to the orange circle on the map. Talk to Ilberd. There will be a cutscene.
Next Main Scenario Quest
After you complete the quest, talk to Ilberd to accept the next quest: Best Laid Schemes.