When fighting Golbez in the underworld after defeating Calbrena, make sure Kain is up in the air before Golbez summons his dragon. If you do not, he will kill all of your characters before Rydia appears. You should have Cecil, Rydia, and if your lucky and your timing is correct, Kain. Note: Kain will really help in this battle; make him jump, have Cecil use his sword, and Rydia use Virus.