Rick is being held prisoner in Vault 3 along with Dennis and Rachael. They are being held for ransom, but Rick says anyone who would pay it was already killed by the Fiends. He asks the Courier to help them escape by getting the keys from a Fiend named Daniel.
He will tell you that his friend Carter snuck out of the cell and went exploring the vault and found a password for a room filled with weapons and he was heading there before he was killed by the fiends.
"[I need to know a little more about Vault 3.] I don't know much, only that the people who lived in here originally were killed by the Fiends. Carter there escaped and managed to explore for a bit. He hacked a password off of the computer, and found the location of some guns. He was on his way to get them when the Fiends caught him again."
"[Can you tell me about the Fiends?] They are a bunch of junkies that do whatever they can to get money for chems. I hear they are lead by a guy calling himself Motor-Runner. I think he is in one of the other wings, although I haven't seen him myself."
↑The Courier: "What are you doing here?" Rick Lancer: "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. Can you set us free now?" The Courier: "Yeah, I'll see what I can do." Rick Lancer: "Thanks partner. I think the Fiend with the key is back in one of the bedrooms somewhere, someone called him Daniel. If that helps." (Rick Lancer's dialogue)