If you recall from your first run through of the area the door behind the lone undead soldier sword on the third level s west wing was locked but is unlocked with the undead asylum f2 west key which you should have just gotten from the firelink shrine on your way back to the northern undead asylum.
Undead asylum locked door.
It is the rusted ring and you can t get it until you leave the asylum and come back later.
Behind the undead soldier sword is a locked door.
Dispatch the hollow guarding the door and use the undead asylum f2 east key to open the door.
Once you have finished off your first real enemy be sure to heal up using your estus flasks if you ve taken any damage.
Other answers i don t remember if the demon drops the key or you get it from the guy that gives you the estus flask one of them should give you the key to open that door if you didn t got it then.
When you are ready enter the fog gate.
You get back as soon as you reach the church where the first bell is located there is an elevator that will create a shorcut to firleink from the elevator you can jump off it and land on a roof and go right you will see a support arch to which you can jump roll to land on it climb the stairs and you.
Undead asylum f2 west key found on the firelink shrine rooftops accessible from the firelink shrine lift shortcut to the undead parish.
Read the messages on the floor to learn more about special.