After you have beaten the game once, reload your save and enter the left door up the stairs after the final save point which allows you to fight the Undying Dragon. Once you beat the dragon, you receive the Darkness Ring. Go back to the Colosseum in Tatroi and go to the end of the left hallway on the first floor. Use the Darkness Ring on the Glyph in the wall to uncover the secret entrance to the dungeon.