Quest from: Prophet;
Talk to The Prophet and he'll give you a new ability - Blessing of Talos, thus completing your preparations to face Umaril. Talk to the people gathered here and accept their membership in the Order (you might recognize some of them from the previous quests), and then head to Garlas Malatar, that's been marked on your map.
Once you're inside, you'll be joined by a group of knights. There's a handful of enemies on this level so their help will be greatly appreciated. Go through the first level (use the block shown on the right screenshot above to open the passage) and head do Cevsel.
At the beginning of the level press the button and a set of doors will open. You'll enter a room with a black sphere in the center. The enemies here will respawn endlessly, so leave your comrades to fight them and head right, up the stairs, and touch the sphere. Doing so will stop the time. Go North, reaching the door to Carac Abaran.
Go through the long corridor until you reach a room with a black pond in the middle. Umail will show himself - defeat him (he's a tough one, so watch out) and when he's down use the Blessing of Talos spell. Before you do so, take a moment to look through the monster's stuff.
You'll find yourself way above the Imperial City, fighting Umaril once again. When you defeat him for the second time, you'll be teleported back to the Priory of the Nine. Listen to Amiel, then speak to Berich. Go outside to watch a short scene with the rest of the Knights. And that's it, folks.
Well, that's pretty much all there is to Knights of the Nine. As you see, these quests are no mach for real guilds that we got in the retail version of Oblivion. Being the leader of the Knights doesn't hold any special benefits neither, except for being able to take one of the Knights with you as a bodyguard. Remember where you took the Cuirass from the Undercroft? Now you can put all the relics on the display there - it doesn't mean anything in particular, but looks quite cool.
During these quests, you've encountered some people that offered their service to you as Knights. Sooner or later all of them appear in the Priory and await your approval of their membership.