Inside the Dead Factory resting room, you should find a Facility Key. This key cannot currently be used. When you head down to the room with the water check puzzle, look to the right of the puzzle and examine the machine. You can rewrite your Facility Key with it. Do so.
Once you have the Red Card Key (obtained after defeating Nemesis in the disposal room) head to the steam pipe room and use the Red Card Key to go down the elevator. Head through the corridor until you reach the lockers at the end. Use your upgraded Facility Key on the right locker, and inside will be a Rocket Launcher, loaded with four rockets. If you're worried about the timed escape from Raccoon City before the missile hits it, use all four rockets on the Nemesis when you fight him for the final time in the car disposal building.
Added by: Volke Apr 27th 2009, ID#885