Thieving Guild?
I would just finish the quest, because I do believe the reward for the quest is the ability to use the blackjack.
Now, in order to get into the Thieving Guild, you need to do Buyers & Cellars. I think you have to do the first 2 capers in order to get the Advanced Pickpocketing Trainer/Coshure Trainers.
Also, make sure you are using the Rubber Blackjack when botting in the Thieving Guild.
Post anymore problems you are having and I'd be glad to help.