Simple question, how do I set an item to be a quest one? I mean an item that can't be dropped from the inventory if not with script commands. It have to be a property in a quest script?

You can do this by setting an alias. When the item is filled into that alias (on the beggining of a quest, usually) it will get special properties which you set. For instance you can make an actor alias and set is as Essential. Then the actor that becomes attached to this alias will also become essential for the duration of that quest.

Or until you clear the alias in a script.

Thanks.