I think I may be missing something very obvious here but I'm stuck in the Military Base level. In the section when you drop down the rocket shaft I've picked up the object a the bottom and climbed back up the ladder, once I kill everything I can't find the way out. There are two grills leading to the middle of the shaft which I have fired everything I've got at but no way through. Where the hell is the exit please help.
Thanks.

Thanks for that I didn't think of looking on Youtube, I tried gamefaqs but they weren't very helpful.
I knew it would be something obvious, I'd not noticed that ladder.

No problem ;)