The next section can be a little complicated and possibly buggy, so save the game before entering the building. The outcome of the next fight will determine whether or not you get a secret later in the game.
Approach the door and press Action to open it. Inside you'll find a guard being attacked by a giant scorpion. Your mission, should you choose to accept it, is to kill the scorpion before it can kill the guard.
In order to do this, run to the middle of the room, turn right...
...and make sure Lara is targeting the scorpion, not the guard. If necessary tap Look to change targets. Then start firing.
You'll want to use a fairly powerful weapon so the creature won't have time to kill its prey. Do not use explosives, though, since this will also kill the soldier. The bug mentioned in the main walkthrough seems to be triggered by using the shotgun, so if you find you're having this problem, try the revolver or Uzis instead. It takes about 4 revolver rounds, 7 shotgun rounds, or 100 Uzi rounds to defeat the scorpion.
If you succeed in saving the guard, a short cutscene plays, in which the guard thanks Lara for saving his life and gives her his keys.
If you check your inventory now, you'll see that you not only have THE GUARD'S KEYS but also the ARMOURY KEY, which you'll use later to access the secret in the KHUFU'S QUEEN'S PYRAMIDS level.
If the guard is killed in the fight with the scorpion, you can pick up the GUARD'S KEYS, but you do not get the ARMOURY KEY.
Before exiting the building, go around to each of the corner alcoves and collect a small medipack, regular shotgun ammo...
...another small medipack, and wideshot shells.
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