Instructions
Return to Goldenrod City after obtaining the Mahogany Town Gym Badge. You will receive a call from the Professor prompting you to check out the Radio Tower as soon as you exit the Mahogany Town Gym after defeating the Gym Leader.
Walk north to find the Radio Tower. Enter the Radio Tower and climb to the top floor. Along the way you will be challenged by several Team Rocket grunts. Defeat them using your highest level Pokemon to advance.
Confront the impostor director on the top floor. He will reveal himself to be a Team Rocket Executive and will challenge you to a fight.
Defeat the Team Rocket Executive in a Pokemon battle. His Pokemon are weak against Psychic-type Pokemon such as Kadabra, but if you do not have a strong leveled Psychic type, just use your highest level Pokemon. After the battle you will receive a key to unlock the door that leads to the Underground Warehouse.
Exit the Radio Station and head northwest to find the entrance to the Underground Warehouse, which is now accessible.