The quest starts in the Cathedral in Stormwind from the Alterboy, its a long quest that ends around recommneded level 30-35, I solo'd as level 31 lock.
I've talked with people about this subject and apparently Blizzard never decided to finish the quest and make him able to be saved. This isn't the only quest chain like that, there's one involving the ST eranikus' trinket that is the same way.