Do I have to go to jail?

I'm currently working on the Forsworn Conspiracy quest in Skyrim:

I've already killed Nepos and I've returned to the Shrine of Talos to find that Eltrys is dead.

The guards are trying to arrest me, but I hate being arrested (mostly because I lose my massive amounts of stolen loot) so I kill them all. Then, when I go outside, every guard in the city attacks me and so I kill all of them too. Of course, I then realize that the quest most likely doesn't want me to kill every single guard in Markarth and so I load a previous save.

So, do I have to get arrested in order to complete this quest or do I have another option? If not, is there a console command to get me passed this quest (I'm on PC)? I really don't feel like going to jail.

Yes, you have to go to jail as a part of this quest. I tried resisting and everything to avoid it, but I found no way of getting around this part (You can go ahead and kill those corrupt guards if you want, you'll earn a bounty but you'll still go to jail if you walk out of the shrine). Your equipment be taken away for the period that you are in jail and there may be some fights, so plan accordingly.

Yes, but No! You can go to jail, but! If you own a house, you can store all of your stolen items there, and go to jail with out losing them. You can even store your coins if you want.