Thanks everyone! I think I have enough evidence now to set off for the East Empire Company!

I did the theives guild quest line so I'm pretty sure I'll be able to re-discover the little grotto place. Unfortunately it's too late to go now though, I want to get some sleep.

Thanks again.

Edit: I just found a page with the helm on it http://elderscrolls.wikia.com/wiki/Imperial_Helmets It's the second picture down!