09/24/12 - You can find the shards in any order. The first is located at Arkngthamz. Complete the Tonal Lock puzzle to open the door and retrieve it, along with Katia helping you along the way. The second is at Deep Folk Crossing. The third is at Raldbthar (at the end of the dungeon). The fourth is in the small dwarven storeroom outside Mzulft (don't go into Mzulft -- it's the small gold structure on the outside, nearby). For further information, check page 764 of the Revised and Expanded guide I just wrote.