The inkeepers won't give you the rumor, go to Understone Keep (Jarl's palace in Markarth), if you haven't been there than straight ahead there will be a priest (Brother Verulus) and another NPC arguing, if you have been there turn left and go to the Hall of The Dead, the priest will be outside the door to it. Talk to him and ask what's wrong with the Hall of The Dead. Go inside and walk around until a woman aproaches you, the quest will lead itself from there.
Just making sure that you´ve tried behind the right door, right? There´s an outside door to the Hall of the Dead, and if you´re there, there´s no one to be found! No, you´ll have to go inside the Understone Keep, turn left towards the area where Calcelmo usually hangs around, and there again continue somewhat left (-ish, if I remember correctly), and you´ll find Brother Verulus.
That sometimes confuses people, I kind of hope that this was the case in your case, too (so that the quest itself wouldn´t be bugged) :)