[MILD SPOILERS]

I'm trying to get bad ending #3 in chapter 5. Every walkthrough I've found says to let yourself get captured in the science lab. But if I let this happen, it switches me to the other party with no game over screen. The only video I can find appears to be from a different version of the game. I am able to pick up the burner while I'm being pursued but I can't do anything with it. What am I missing?

I figured it out. I was following the PSP guide instead of the PC guide.