I am going to start this off by assuming that you've already returned from Mankar Camoran's Paradise with the Amulet of Kings, and you've been tasked to go to the Imperial City with Martin.
During the meeting with Ocato, Daedra will attack. You, Martin, Ocato, and half a dozen Legionnaires are all that you have to work with. Martin can die, and if he does, it's game over, load your last checkpoint.
After killing the few Daedra that appear inside the Palace, you'll exit to Green Emperor Way. Again, there is a fixed number of Daedra to kill. Watch Martin's back, and make sure you don't kill any of your allies. Follow Martin to the Temple of the One area, making sure to let him pass through the door before you do.
The Daedra here are endless, so avoid them as much as possible. Killing the weaker ones will likely cause stronger ones to generate, which is unfortunate. Run around to the right of the Temple, and you'll see/get a journal entry describing that the Daedra Prince Mehrunes Dagon has entered this plane. You need to talk to Martin.
The game pretty much tells you that you have to deliver a staggering blow to the Daedric Prince. This is accomplished by dealing damage equal or greater to half of your characters maximum health. This can be done by either a weapon attack or a spell. This is extremely hard to do if you don't have very good items, or your health is very high, as is the case with most attack-based characters. A spell-caster will have much better luck, assuming your character has some decent spells.
If you didn't come prepared, of if you just don't have what it takes, you can sneak past Mehrunes Dagon. It is actually very simple, especially if you take the low road and decrease the difficulty. To the right of Mehrunes Dagon is a gap in the flaming parts of the City. Run through that gap with Martin in two, and you'll get to the main doors of the Temple of the One. There will be some minor enemies, but as long as Martin has an open pathway to the doors, he should be safe.
Once inside (make sure Martin come in with you!) all you need to do is wait for Martin to stand still and then approach him. He'll instigate conversation, and then you'll be in one of those mini-cutscenes where you can move your eyes but your HUD is gone and you can't move. Just watch what happens.
When you finally have control again, Ocato will be there talking to you, and the Achievement will pop up at the top of your screen. That is 110GS in your pocket, and the main story finally complete.