Borderlands: Game of the Year Edition

Story related, can't be missed

The Safe House is located in the Arid Hills and you will discover it during the mission "Sledge: To The Safe House". To get there you have to make your way past 3 enemy bases of various sizes and several Skags. Weapon-wise we recommend you bring a good Sniper Rifle, a decent Shotgun and a Transfusion or Contact Grenade Mod as well. You will also need a really good shield. Most of the enemies are easy enough to kill but you will run into a couple of badass Psychos and a few Bruisers along the way. The best way to take these guys out is with your Sniper Rifle from a distance. Once you get inside the Safe House you will only have to worry about normal enemies but they will still put up a major fight.

At the far end of the Safe House is a large room, inside of which is a Boss called "Roid Rage Psycho". To kill this thing, stay close but not too close (else he will smack you one with his axe) and don't stray too far away either (or he will lob a string of incendiary Grenades at you) so aim for his head with your Sniper Rifle. During the fight several Stunted Midgets will join in and try to kill you so kill them with your Shotgun (or your Sniper Rifle if your aim is good enough) then finish off the Boss with some Grenades.

After the fight is over go to where the Waypoint is pointing, press the button to reveal the Key to the Mine, take it, return to the Arid Badlands and to the Mine Entrance to Turn In the quest.