
There are, indeed, any number of routes through this interesting scenario. You can even convince them not to take your money and let you pass, perhaps gaining some of their money in return. You can refuse to pay, fight them and kill them, and ransack their bodies. You can pay right off the bat and gain entrance to the settlement. This is when things get interesting, because you can go about your business here in any number of ways. Though their leader is amiable and well-spoken, they nonetheless attempt to shake you down for ten silver.

A group of armed men, identified by Alistair as highwaymen, stop the party. But you'll run into trouble (automatically) when the party attempts to utilize a bridge/road into the settlement. Your party is attempting to breach Lothering, which shouldn't be too hard of an ordeal, considering it's a scarcely-guarded settlement directly in the soon-to-be path of the Darkspawn. This time, the action is a little more localized.

A: When that cutscene runs its course, another cutscene will ensue.
