When you steal Raikov's outfit in Groznyg Grad you hide Raikov's body in a locker room on the 2nd floor. Once you take his body in the room, a cut scene will start showing snake putting Raikov's body in a locker. If you look closely, you can quickly see a poster of Raiden from MGS2 on the inside of the door of the locker. This is the locker that contains the sneaking suit later.