To get the Trophy.
*SPOILER*
The 2nd time you get to the area where it tells you the trophy is behind the door, do not go there, instead, go Left and you will fall into a secret area. Go into the secret door and claim the trophy! You will then be put into an area with lots of locks and keys. Get all the keys and the locks will spell out a message. This is how you get the trophy and the last badge.
*SPOILER END*
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