You make it to the keep.

You turn to see Ralof, a soldier of the stormcloak rebellion who had been captured and like yourself had been awaiting execution. He shouts above the deafening roar of the dragon and the shouts and screams of the Imperial troopers attempting to fight it.

"Quickly redguard, into the tower."

You run after Ralof and shelter in one of Helgan's guard towers for a moment before the stormcloak drags you up the stairs. Urging you onward the man leads you to a window and leaps across to the roof of a nearby building. You follow Ralof, then scramble out from the building as it catches fire from a gout of fiery dragonbreath.

"Make for the keep." Ralof shouts. "Stay low and keep moving."

You run across the courtyard at Ralof's heels and make it to the relative safety of Helgan's stone keep. Once inside the rebel cuts the ropes binding your hands.

"We need to get down to the cellars." Ralof tells you. "I grew up in these parts. There are ways underground to pass safely to the outside."

The route you must take is blocked however by a iron barred gate and even with you adding your strength to Ralof's it will not budge. Your efforts do gain attention though and you hear someone approaching from the other side. Ralof seizes an axe from a rack and thrusts it into your hands.

"We must fight or die wench." He tells you grimly. "Follow my lead."

Ralof flattens himself to the wall to the side of the gate and you do the same. Two Imperial soldiers open the gate from the other side and rush into the room. With a battlecry Ralof leaps into action and attacks the Imperials. As he battles one trooper, the second spots you and turns her sword in your direction. You recognise her as the officer from your interrupted execution.

"Die rebel scum." she screams as she attacks.