Thanks for all of the replies. I have figured out my problem and have beat the game.
On some games I play, I am more interested in the story and just to play the game rather than the difficulty. So on these I just pop in a codebreaker disc and play. Well, come to find out, I had the cheat on that gives you all special items and being that the muse keys are special Items I had them from the beginning. After I turned the codes off and replayed the game up to the point I was stuck, the door that was closed before was now opened solving my problem.
And just to clarify I only "cheat" on single player, never on multiplayer...
