You have to wait till she goes to bed, maybe 12am or so, then sneak up and through the door, if your wearing boots, especially heavy armor take them off so your not heard, crouch and use the shadows to your advantage, then you know where her room is, but watch out for the guard, he has a patrol route, learn that route and use it to your advantage, then in her room, I think you need the key to open the jewlery box, well it should be there, because thats where she puts it when she goes to sleep.
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