If you have no Power Strike to speak of, if your sub-100 proficiency is giving you penalties instead of bonuses, if you do not know how to walk and turn into the blow, etc. (Selecting busting in, the lord gives you some gold and recommends paying some villagers for a distraction to reduce the number of guards) If you select sneaking in, he gives you a pilgram's disguise that includes lockpicks, and then you wear it and talk to the guard, and then go inside and talk to the prisoner and you'll have it as an option.
Brothers/Uncles give a medium amount, mothers/wives/sisters give the least)
(the amount of xp/gold depends on who you got the quest from. (once you accept the quest talk to them again to discuss your strategy) (this also gives you also huge amount of gold/xp and rep in reward where as merely freeing them without the quest only gives a hefty amount of rep).
When you talk to a lord/lady and they request you get their relative out of prison (just look for a lord who is imprisoned and then go check his family and 1 will give you the quest), you have two options for how you're going to go about it, busting in or sneaking in.