Devil May Cry 3: Special Edition

Ooh, finally: a DMC question :p

When you get the Vajura, go down to the door on the lowest tier of the tower - the same one you went through at the beginning of Mission 4 - and go into the (now empty) Enigma room. Go up onto the balcony and look for a small recess - in there, use the Vajura on the mechanism. That'll open the door at the highest point in the room: go up the steps and collect the Soul of Steel.

A lot of people have trouble with the Soul of Steel part as well, so...

Beat the enemies which will appear, then backtrack to the centre of the tower. An orange launching pad will be on the floor, which wasn't there before. Use it to place yourself on the highest tier, then keep going up until you come to the door which takes you into that place where the steps crumbled back in Mission 4. Cross that same area. Yeah, it looks as though you can't, but when you get the Soul of Steel, an invisible floor forms, enabling you to cross.

From there, it should be a straightforward journey to the top. Have fun with what you find there :p