Just before you reach the room with the gold key, please notice this unobtrusive bit of wall. Use the ledge to get to it - or go to the gold key room first, then jump out of the window. Shoot or axe to open.

This is the gold key room. 'X' marks the gold key spot (sorry, i took it before the screenshot!). Jump down on the crates, get behind the outermost one. There is a small gift for you.

When you have found the exit - don't use it! Go to the first 'indoor' room - you will probably have noticed this target already.

Put a 'sticky' grenade on the target - then run like hell to the ledge, where you got the blue key. When the grenade explodes, the door on the other side opens, and a walkway extends. But only for seconds...

This gives you access to the secret level "Millitary Complex".