An empty Grand Soul Gem and a Soultrap spell is required. Take these to any of the four Necromancer lairs. There will be an altar that is only active one day of the week. Note: You may need to wait up to six game days. Place your gem on the altar when it is active and cast Soul Trap on it. You will now have a Black Soul Gem. These are used for capturing the souls of NPCs and one is also required for one of the Daedric Quests as a tribute to the shrine.