Linda, it looks as though there is an alternative way to end the game--try this:
Turn left and walk forward till you see the guard aiming at Scully. Shoot him and get his key. Mulder appears so run for your life. To do so, turn right, step forward, turn left, step forward, open the fence, turn right, go door, go glass house, run through, turn around and press the button to close the door. This should lock Mulder in...
"Once you give up integrity, the rest is easy." Anonymous