Well, I started into it and I got pretty far but then ran out of lock picks. So I went back out but, now its not marked on my map, where I go back in and I cant find it. Any help on where it is?

Go to you're journal and find the quest, if you double click on the quest it should become you're Active Quest and the location should be marked on the map If you click on it, it should come a small button in the right upper corner where it stands 'Map' - isn't that hard

i know how to do that but, thats what Im saying, when I do that it doesnt come up because I've already been in it and my quest updated. So I was wondering if anyone knew where to get in?