The Iron Maiden, the guy who is a regenerator with spikes, is a little bit tougher than the normal regenerator. What you have to do is: First off, just use the rifle with the thermal scope, and shoot all the parasites inside him. Then, he still comes after you even after you kill all the parastites. Wait until he comes close to you, and pull out a shotgun, (striker works best) and blow his guts out all over the wall.
(And yes, poor Eddie. WHHHHHYYYYYYYYY!!!!????!!!!!!)
Don't make me go all matrix style on you, cause if I have to I will!