Just create a shield, then wait for the guard's shield to expire, then shoot him. Don't let your own shield expire or you'll be toasted. When your friend gets the door open, follow him out to the right. You come to a platform in a shaft. Stand on the platform with your friend, then go up. When you reach the top, go over to the window on the right. You'll see a view of the city. Actually, this part isn't necessary to complete the game but it helps set the mood and seems a shame to skip it. Get back on the platform and go two floors down (one floor past the one you started on). Go to the left and you'll be blocked by a door that you can't open. Below you is a guard behind some doors.
Below his feet is a little blue power line leading down. Go back to the right and hop on the platform. Go down to the bottom of the shaft. Run to the left and, as soon as you reach the next room, fire the gun quickly. In fact, start firing as soon as the computer pauses to swap views between rooms. After you've successfully toasted the guard lying in wait for you, wait for his bones to crumble, then fire into the left wall, disarming the power line leading up. Now go back up the floor immediately above you. Let your friend catch up with you, then use a super-blast to destroy the door. Then run to the left and stand on that gap in the floor. The gap isn't really a hole in the floor but a teleporter.
Immediately teleport down and run left. Be quick because when the guard behind the doors discovers that his doors won't open for him, he starts super-blasting them to dust to follow you. In the next area, teleport up and run to the left. A guard appears beyond the left door and starts trying to open the door. Your friend catches up to you and opens a floor panel. Step into the floor panel and you'll land in a pipe of some kind. Above you, your friend is too big to fit in the pipe; you'll just have to go on without him. Don't worry, he can take care of himself. Just roll to the left and drop down the pipe.
In the pipes, roll a little ways to the left until you're next to the deadly poison steam jet. Wait for a break in the steam, then roll through. Roll to the left, drop down, then roll to the right. There's another steam jet at the second blue line in the pipe. Wait for a break then roll past it and drop down the next pipe. Now there are steam jets immediately on either side of you. Wait for a break and roll past the steam jet on the right. Keep rolling right, drop down, roll left, drop down.
You land in a large room. A door opens to your left, enter the chamber and energy courses out of the left wall. It's a nice effect and it recharges your gun. Now walk back out to the right and you're stopped by several doors that won't open, super-blast each door, go back and recharge your gun, then run out the right. Run through the tunnel to the right. Outside, you find another guard. Kill him quickly. In the foreground, you see your friend running, pursued by guards. Run to the right. You come a bridge that has been blasted in half. Get a running start and leap for the other side. You miss the jump but land on a cliff below. Turn to the wall on the right and super-blast a hole in it. Enter the hole.