LOL a torture thingy..
by this point in the film, anakin and palps have made real buddy buddy like..
anakin is now his apprentice.. and he's saved anakin's life... or at least what's left of it.
then again.. the old man and vader could just be into some kinky shit instead. ala "ooh your light saber's so big"
You seem to be asking two questions in one post.
1) Is Anakin/Vader under the control of his master Darth Sidious?
A) Yes, without question. He is his apprentice and has fallen to the dark side of the force(which actually controls both of them I think)
2) Is Palpatine forcing Vader to be a Sith?
A) No, Anakin chooses to become a sith. His choices are made on his own, despite the fact that Palpatine has really been controlling most of the events of the galaxy and the war from behind the scenes.
I think the reason behind the line "I must obey my master" is because Vader knows first hand how powerful Palp is, and how easily (or, you know what I mean) he completely dismembered an entire galaxy. It isn't completely loyalty or else he wouldn't have asked Luke to join him so they could kill Palpatine. It isn't some sort of device that controls him because Anakin is good with tech stuff so he could defuse it or whatever. It is purely fear that causes his obedience, I'm sure if Luke had given off the impression that he would destroy the Emperor and join Vader, it would have turned out different in ROTJ. Plus if you look at it closely, Vader doesn't do many things to take a shot at killing Luke, everything is immobilizing him or capturing him alive and whatnot, so he doesn't just serve the Emperor as a patsy.