...and I know where it is but first I need you to do something for me that seems totally harmless on the surface but will lead to big trouble in the future.

My players are going to most likely put two and two together and figure out who's been fucking up their shit (they're smart that way) and will want to know who it is. The above scenario is the way I'd like to introduce him.

Suggestions? I need a caper!

A classic scenario is delivering a package with significantly different contents than the characters are led to believe.

What game is this for?

I would make the innocuous litle deed part of a magical ritual to summon a demon, but the PCs don't know...

Maybe they have to sprinkle dust somehwere or something.

The party gets sent to the wrong place at the wrong time. Like they get sent to pick something up at (what they don't yet know is a) murder scene. Or even deliver an innocuous item.
 
Then they show up, just as the cops swoop in to bust them. The innocuous item turns out to be the murder weapon, and it now has the PCs prints all over it.

Personally, I wouldn't bother trying to make it innocuous.  Make it obviously trouble ... just trouble that they think they can handle.  Then show that, actually, it's something else entirely.

Like, send them to acquire a shipment of jewels being held in a safe deposit box in a hugely secured bank vault.  Let them gather all the resources, the information, the allies necessary to pull off a spectacular job ... then have the "jewels" turn out to be something else entirely (synthetic containers of weapons grade biologicals, for instance).

That way they get to make clear that, yeah, they're criminals ... but no, they aren't completely without scruples.  They'll steal jewels (who wouldn't?) but they won't be party to hurting people.  

Bonus points for each time (beyond the first) that you can have them make an elaborate plan to steal the same thing, from some new place.  Sneakers does this reasonably well, for instance.

TonyLB, you have perfectly described the plot of "Cradle 2 Tha Grave".  Thank you for making my morning perfect.

Thank you!  I knew I was remembering those "black diamonds" from somewhere in particular, but my mind kept going back to "Out of Sight, Out of Mind," which is an entirely different thing.  So, yeah ... "Like 'Cradle 2 tha Grave,' yo!"

Yarrr, I hear the old sea dog up by the docks has what  ye be lookin fer, has it in spades...

YARRRPGPundit

Well, hell now I'm torn. Maybe I can somehow mash TonyB's and AB's together somehow. With pirates.