When you are doing the Lost Missions part of the game and are on the second floor you should see a set of stars with a pillar on either side. This is where you enter to fight the final boss.

Well before you go down, go left at the top of the staurs and go to the wall. You will see a like a square section of the wall that you can actually go behind.

You should see a RAGE logo. Interact with it and you'll open a secret room that has extra ammo for you plus more armor. You also get the RAGE achievement.

Now you're ready to take on the boss!