.. How do I get into the locked door?

It's easy if you're a dead guy.

Switch to Joey, click on the door to go through it, and --

-- ouch! How did he do that? Never mind. He's clearly not going to be nice to Joey; we have to find a way for Rosa to actually unlock the door.

Joey can go back in safely; after the first time, he won't get shot unless he talks to the ghost. Do you see anything in here that could be useful?

There's a key hanging on a hook next to the door. Try using Joey's blowing trick on it.

That knocked it off the chair and onto the floor, but not towards the door. There's a sort of vent in the floor; blow on the key once more to move it closer to the vent. Now let's go explore the room on the other side of that vent. (And don't stop to wonder why there's a vent leading from downstairs to upstairs. I said don't!)

As Rosa, turn on the light as you go into this room and look at the ceiling. Do you see the vent above the bed?

It's screwed shut, but luckily Rosa has a single dime in her inventory. I've never tried it in real life, but in computer games, dimes are always used as makeshift screwdrivers.

Once the vent is open, have Rosa use her hand on the vent. You can now just reach over and take that key.

And don't hesitate to use it. As you'll soon find out, the ghost's gun is spiritual, not physical, so it doesn't hurt Rosa.