On the dock, by the dog-creature when you first walk into the Underworld from the boat, in the fire river room to the left of the door with the glowing eyes. The walkthrough says there is another one to the left of the door to the fire room but I can't find it. I've gone in and out of all the doors in the Underworld multiple times and cannot figure it out. I can't get through the door with the glowing eyes yet - maybe it's on the other side of it and I missed a step somewhere?