Ok I got a quest from the imperial side named: Compelling Tribute. They ask me to go to Riften and find evidence that the thieve guild is cooperating with the local jarl.
The problem with this quest is, that Bethesda didn’t think about it, if someone is with the thieve guild long time before he/she choose imperial’s side.. what’s next? Do the only option I got is to betray my guild?
I don’t want to do this quest, as they ask me typically to betray my guild. Any suggestions about it? Is there any alternative? For example cooked evidence, etc.

The first thing I did and stoped there, was to move into the thieves guild and try inform the leader.. but unfortunately there is no option in the dialogs to tell them something! I believe this quest is incomplete for my character..

You can complete this in a couple of ways, and in the end they are only after one person: http://elderscrolls.wikia.com/wiki/Compelling_Tribute_(Imperials)

thanks I did it, not much deal indeed.. i was afraid about the guild, not stormclocks

Yeah, they make it sound as though you are betraying the guild, though you are just using their reputation as blackmail. Glad you got the outcome you wanted, have fun!