This is our 3rd time playing the 1st quest... and we can't find how to unlock the red rune door that is locked.

Can anyone help us, we are getting close to the door.

If you've managed to make it to the rune-locked door without finding the key, it's in the one room you skipped. IIRC, the room has an ogre and some hellhounds in it.

Or do you mean the OL can't find it in the quest book? If so, he might be mistaking it for an activated glyph; look more closely in the room on the right.

Sometimes the most direct route is not the best. =)

In this particular quest the key is printed on the map, so you should see if as soon as you reveal the area it's in (there aren't that many areas on this map.) Occasionally, however, runekeys won't be printed ont he map and tehre will be special quest text that explains where and when it drops. Your OL should read the WHOLE quest carefully before beginning so he knows what he's doing.