
Jump onto the roof and collect the UNDEAD ASYLUM F2 WEST KEY. You should also see a corpse on the roof clutching an item. Go up the stairs and when the stairs make a 180 degree turn, you will see a roof directly in front of you. Roll towards that broken column and land on it, then go up the beam.

Follow the path to the right, on top of a little green patch of grass, then look down and you will see a broken column. Get on the elevator from Firelink Shrine and, as the elevator starts moving up, you must move forward and drop on top of the area where you enter / exit the elevator at the bottom. It is also advisable to return to the Northern Undead Asylum as soon as possible in order to get the Rusted Iron Ring. Getting this key ensures that you can collect everything possible from the return to the Northern Undead Asylum in one trip. Before you return to the Northern Undead Asylum, it is advisable to get the Undead Asylum F2 East Key from the roof of the building where Petrus of Thorolund is located.

In order to return to the Northern Undead Asylum, you must first have activated the short-cut elevator that goes down to the Firelink Shrine from the Undead Parish.
