hmmm ic ic, go to the one with red light over the door, then press select button at every rooms, so u can see if there's another door in that room, coz i think u just go straight from one door to next door, but there's one door at the side, i think it's on ur right side if u enter that room from the main room(save point room), but if u just go straight u will get to the room which can't be opened
so, u need to find that other room to get the counterweight, after that, all u need to do is go back to the locked door and fight hellbeast, use ur brutality to beat him, it's very easy ^^