We were part of a caravan heading into New Vegas from down south. They are holding us hostage, trying to get some ransom. Anyone willing to pay for us died in the attack. Once the Fiends figure that out, we are as good as dead.
Three Caravaners are being held within Vault 3 by Fiends, within the holding cells in the living quarters. Speaking to Rick Lancer, he informs you that they were kidnapped and that there is no-one left alive who would be willing to pay a ransom for their release. Therefore it's just a matter of time before the Fiends realize this and kill them, so he asks for your help. He tells you that a Fiend named Daniel, who can be found in the sleeping area behind the holding cells, has the key.
Rick also mentions that Carter, a fourth member of the group who is now dead, knew the password to the Overseer's computer. You can intimidate him to get the password immediately, or agree to get the password if you help them all escape.
You can pick the lock of the cell door (Hard difficulty), or find Daniel in a room towards the back of the sleeping area, and either kill or pickpocket him to get the key to the cell. He also has a key to the Vault 3 maintenance area as well. You can then return to free the prisoners. As soon as you open the cell door, Rick will open dialog and tell you the password. After the cell door is open, the three remaining Caravaners will sneak out their cell and leave the Vault.
Your reward is the password to the Overseer's computer, which unlocks underwater rooms with gun cabinets in them, positive Karma and 100 XP.