As soon as you enter, walk left and you'll see a news broadcast with Lady Venus. Periodically, throughout this section, Lady Venus will show up on TV saying there are "spies" in The Under (referring to Wes and Rui).
From the vending machines, go up. You'll find an item chest containing three Hyper Potions. Go through the doors. You will be in the Hotel. You can heal your Pokémon here for 1,000. It's a little too expensive. Go upstairs in the Hotel and you have a save point. You can deposit and withdraw all your Pokémon here to heal them for free. Save. Walking through the bar gets you another broadcast from Lady Venus saying the "spies" haven't been caught yet.
Head out the door and go across the bridge. There is a Chaser there you can battle.
Go inside the door near Chaser Gurks. This is the junk shop. Go down to the basement and you'll find a kid named Perr here. He recognizes you and ask that you deliver the Powerup Part to Nett, who lives on the far left side of The Under. His house has a rotating antenna dish on it.
Now you get another cutscene with Nascour, Venus, and Ein. Remember all those gray binders you've been picking up called the "Ein Files?" This is the guy behind all those files. He's the head honcho for the creation of Shadow Pokémon. Another cutscene immediately follows, involving Ein and another scientist walking back to the Shadow Pokémon Lab.
Go back to the ground floor to where that holographic UFO is. Press 🅐 on the hologram and select your F-Disk. Now go north up the stairs onto a little platform which will take you forward. That's what the F stands for in F-Disk. There are five Disks throughout the game: the F, R, U, D, and L-Disks.
You are now in front of the Under Colosseum. Enter the building and there will be a Healing Machine. Use it! You can use the nearby elevator if you want, and eventually it will lead you down a path back to the World Map. If you notice, on the map, The Under is now visible on the map, so you no longer have to go through Pyrite Building to get to The Under. Now go back down the platform and use the UFO back to the main area.
The Herb Shop is located to the west of the Under Colosseum on the northern edge of the chasm. Like other Herb Shops in other regions, it sells inexpensive herbal medicine that will lower the friendship of Pokémon that consume it.
Go to the house with the antenna on it. Talk to the kid in front of the house. He sees you have the Powerup Part and lets you in. The house is Kids Grid's HQ. Kids Grid is based in Pyrite Town and The Under. Remember the group of kids behind the bookshelf in Duking's house? That's the Pyrite group of Kids Grid. The Under part of the Kids Grid is in this house with an antenna. Now, you'll be led into the basement of the house. Now we have to deliver this Powerup Part to Nett. Nett is on his computer on the left side room. He'll come out after Bitt tells them the news of your arrival in The Under. Give the Powerup Part to him, and he will take it back to his computer. Go back and talk to him again, and he'll explain that Venus is interfering with the Kids Grid's signal so the two groups (Pyrite Town and The Under) cannot communicate. The Powerup Part would let the equipment be boosted so communications could return. He says he will then try to hack the computers to get useful data for us to use. As you leave, his sister Megg asks for your P★DA number. Exit the house.
Someone will say they've spotted the spy. The spy turns out to be…Silva. Go in front of the elevator from which you came to The Under. Some Cipher members have Silva put in the cell. Talk to the Cipher Peon closest to where you are. Now you have to battle both of them (one right after the other).
Talk to Silva at the left side of the cell. He just always seems to be in the wrong place at the wrong time. He'll give you the R-Disk.
After that, go to the UFO and use your R-Disk. Hop on the platform and enter the nearby building. Go in the nearby room, and open up the chest at the bottom containing three Rare Candies! Now talk to none other than Lady Venus herself. You find out she's a Cipher Admin.
Keep following Venus, and she'll run off again. Open the nearby door (which can only be open from that side), and you'll find a staircase nearby that leads to a shortcut to the healing room which we came to by way of the F-Disk.
Follow Venus down the stairs. She runs and uses the elevator down. Since you can't activate the elevator from here, go back through to the other entrance. You should eventually find yourself at a spiral staircase. Here you will meet four trainers—each with a Shadow Pokémon.
Head into the station. You'll see Venus and a couple of Cipher Peons talking. They see you and enter the train. Enter the train. You'll notice that on both ends of the train, it says you need a key to operate it. A key that you don't have right now.
In one of the back rooms behind the train is a chest containing the BlackGlasses. This will increase Dark-type moves by 50%.
Exit the train and you'll find Venus and the Peons taunting you saying she has the key. Venus leaves. Follow her and on the ground in front of the "Station" sign you'll find the Subway Key. Go back to the train. Put the Subway Key in the train slot and you'll be in front of two Cipher Peons. Talk to them and they will eventually leave through a door. Follow them. As you do, they will explode something. Cool. Let's go check it out. But first, go to the right of the explosion site. You'll find an item box containing the U-Disk, which, if used in the UFO slot, will bring you to another Time Flute. I'd use this Time Flute on Suicune.
Go back to the explosion site and you'll find that the two Cipher Peons created a chasm in the floor so you can't get past. When they run off, on your right is another sparkling item. This is the Maingate Key. Very important. Go back and use the Subway to get back to the Under. You can now use the elevator that Venus used to get down. Exit The Under.