You'll find yourself at a closed gate. The key slot is to the left. Use the Maingate Key here. In the corner, inside the gate, is a chest containing two Full Heals. And in case you didn't get it before, there is a chest outside the gate on the northeast corner containing two Revives.
The doors to the Lab are locked, but the doors on the other side of the building aren't. Enter the right side of the Lab. Obviously, security isn't that great here.
On your right you'll find some different-colored computer screens. Press 🅐 on the one with the purple screen. Press it. Now you can go through the other side of the Lab. But first, you'll notice that the gate in front of you can't be opened without a Card Key.
Go to the now-open Lab and you'll see a PC—save! Go around the PC to the upper-left corner to get three PP Ups. Go to the right side and you'll see some stairs. Go downstairs. Follow this maze and you'll see a scientist in the northwest corner of the map. You must fight this guy.
He runs away and drops the Card Key. Now go downstairs again and you'll be where on the other side of the chasm where those two Cipher Peons blew up The Under Subway. There's an item chest containing three Elixirs. Go back to the save point and save. I'd save after every time you snag a Shadow Pokémon in this area.
Now go to the other side of the Lab and use your newly-acquired Card Key to open that locked gate by the purple computer screen. Take the elevator down.
From here, go left and down. Eventually, a Cipher Peon will drop down from the ceiling.
After the battle, go back and save. Go back to where you opened the locked door and go left. You'll pass a worker. He does nothing. You might find a DNA Sample here. The locations of the DNA Samples are randomized in set locations throughout the Lab. You need to collect three to get all the way through it. Go back and down. Eventually, another Cipher Peon will attack.
Go back and save. Come back here and you'll find two elevators side by side. Take the right one. Here is where you analyze the DNA Samples you've picked up. You will need this to get to Ein. Come back to the double elevators and take the left one. You will have to fight a Researcher here.
After this, he walks over pushes the alarm button. Don't think this does anything—it doesn't. You can still go back to and save and heal. Go north of the alarm button and another Cipher Peon fights you.
After this, is a locked door. On the right is a security panel. It will ask you to input a password. Look at the three DNA Samples you've collected and analyzed. The password is the three Pokémon whose DNA you've collected. It is possible to get the password right without collecting DNA, but you could be here a while.
Now, the door will open and you'll see a familiar face. It's Skrub, the Cipher Peon that attacked the Relic Stone with his Shadow Hitmontop.
Now…you must make sure you go all the way back and save, because the next battle will be very hard if you don't. When you come back, go down the stairs. Be sure you have lots of Full Restores, Hyper Potions, Revives, and any other healing item with you, along with a good amount of Ultra Balls.
As you go down the stairs, on the lower left side is an item chest containing an HP Up. To the lower right corner is the creator of the Shadow Pokémon himself—Ein. He will battle you now.
Ein will leave after his defeat. Grab the Data ROM from the desk. Also be sure to grab TM26 (Earthquake) from the nearby item box. Take the elevator up and get out of the Lab. As soon as you exit the interior of the lab, you get an email from Nett.
SubjectLab Data SenderNett from The Under
Hi, this is Nett. If you find any data at the Shadow PokémonLab, please bring it to me in The Under. I'll be waiting.