Leave the sauna, and massage room. Take a right in the hallway. Enter the second room on the left. Stop in the doorway to the room with the lockers.
Go straight through the door, and go through the next door on the left. Turn left into the hall, and go into the first door on the left.
Walk into the room with the two beds and leave out the door of the second bed. Turn left and enter the second door on the left. Walk next to the screen and stop in front of the wooden lockers in the area closed off by the screen.