If this is when you first found the Cipher Key Lair, you should have recieved an e-mail from Secc. Go see him in Pyrite (he's on the second floor on the ONBS station), and IIRC he'll tell you something about Hordel in the Outskirt Stand (the Togepi guy). Go see him, get the Togepi and then you'll be able to go to the Snagem Hideout.
After you get the Snag Machine back, help will come to stop the guards and then you can enter the pyramid.