Have the locked box. While fumble-mousing rearranging my inventory, I accidentally dragged a magic ring into it. It went in just fine. I'd have to lockpick it to get it back out, but that way the Zentarim lady would detect it had been opened.
Just saying, another item to the list of minor things that won't be fixed. Maybe it'll be added to the database.
<-- I have no idea what that is
