Do you want to instill fear and dread in the characters hearts? Then make the request as innocous and innocent as possible.
Some examples:
They are to guard a warehouse from anyone entering. A group of Paladins (or whoever are the good guys in your world) approach and demand entrance. The PC's don't know who is in the warehouse, or what is going on. If they succeed in keeping the BHGGs (Big Heroic Good Guys) out then they will later learn that something really eeeeeviiiil took place in there. Like a drug shipment changed hands and is now on the street killing/addicting the commoners. Or 371 innocent children were sacrifed to Nerull, while they sat outside the door.
They must guard a bridge, again noone is to cross. Riders approach and demand passage. No reasons given. If they stop them they later learn these riders were on their way to warn the king/ruler of an assasination plot. Now its too late...
Actually any situation in which the PCs have no way of knowing or figuring out what is going on and must just sit around is good. Also the less info they get at that time the better. They just get orders, 'go here, do this'. Nothing about killing anyone in specific, or opening any 'secure' doors or gates, infact Nerull doesn't care how they acomplish the mission, as long as it is acomplished. Give your players props if they manage to subdue all opposition, congratulate them on succeeding without harming a soul. Then later let them discover that they've killed/doomed hundreds or thousands, by being in the right place at the right time to do the wrong thing.
TTFN
EvilE