"The mission begin in King Theoden's chamber. Your main task will be freeing him from Saruman's influence. Begin by beating the royal guards and hitting Grima with Gandalf's stick. When the path to Theoden is clear, just approach him and hold down (K). Unfortunately Grima will hit you and therefore interrupt the ritual. He will also call in more guards.
Unfortunately Rohan doesn't intent to fight with Sauron - they rather hide in Helm's Deep. You will regain control of your character only after Wargs attack you and will have to protect the caravan. There are two ways to defeat them: simply attack them if you're riding a horse or grab onto their sides and throw down the rider You need to defeat four groups of enemies before the level ends.
Another Middle-Earth interlude before you can begin the proper mission. It's still impossible to head further to Osgiliath with the other members of the Fellowship, so Helm's Deep is your target for now. This time you have an easily accessible map stone - it's worth activating it, as you will be returning to this area more than once in order to collect all mithril bricks, complete missions and buy characters. Once you're done looking around the area, you can head into Helm's Deep.