The second quest is a multi-stage one. First your'e told by Qual-Kehk that he wants you to rescue his captured warriors. They're in the Frigid Highlands. It's not as bad as it seems - you just kick in the door of the prison, a portal appears right there and they run through it. You just blast the nearby monsters so none can get to the warriors. You start out needing to rescue 10. Rescue those 10, and they want 10 more. Rescue THOSE 10 and they want 5 more.

Diablo 2 Walkthrough
Walkthrough Master Index