At the end when I go into the Shrine of Talos, the guards are there and they ask to take me to Cidnha Mine and I say "Fine, I'll come quietly." Then they start attacking me and I don't get "No one Escapes Cidhna Mine" to start. I went outside then someone arrested me, I said "No! I've been framed!" but then it gives me the option to say "Is there are problem?" and when I say that he says "You have commited crimes against Skyrim and her people. What say you in your defense?" I say "I submit. Take me to jail." So I go to Cidnha mine and it doesn't give me any quest!
Sorry for the long rant but it's really annoying.