Once a fief is taken, it is YOUR responsibility to go into the Fief Management menu and adjust fief's economy to prevent its rebellion against you. If you don't know how to do this, ask the Heralds or another player on your team. As soon as you do this--if you have not already done so--get your behind out of the captured fief's keep. The enemy plays the same game in targeting that you do and YOU do not want to be caught inside a keep.