Capture enemy lord is a quest you may receive from a friendly lord.
After accepting the quest, you will have to capture and deliver an enemy lord to the quest giver. Once doing so, you are rewarded with denars and increased relationship.
Although the quest giver says that he must have the prisoner so he can exchange him for a relative of his, it is not necessary for any of his listed relatives to be prisoners.
If you decline the quest, the quest giver will say that he is disappointed, and that he thought you had a little more "fire" in you.