The door to the room containing the Half Elf Maiden in the Haggle Baron's shop is not locked. It should be locked and require a lock picking skill of over 200 (maybe 210) to open.
(Note: the key spawn part of the quest was not put in until 2003. I believe Mare also did not give out trinkets (although she says she will) until March 2003 when a patch fixed her.)
http://everquest.allakhazam.com/db/n...id=4738#m17300