Also, have a goal that they can achieve even if they get captured. Acting as a distraction/holding action for someone to get away? Or for someone to complete a task?If you want them to start as prisoners then game it out as a flashback. Start the session with something along the lines of, "You're now prisoners of the drow; we're going to backtrack to your capture to play out how it happened..." This way the players know their PCs can surrender. Don't allow time for selection of spells and whatnot; do all that for them beforehand and start in media res.