I just escaped the Asylum and Irenicus's minion (can't remember name) offers to help me to the surface or I can take my own way through the portal into the Underdark. Well, if I stick with the minion guy does that skip the Underdark altogether or when does it come into play?? I don't want to skip around it if that's a choice.
You will end up in the Underdark. You can either go there directly with the portal or you can go with Sameon(?). I do the latter because you can the do extra quests. Get more (XP and loot).