First you go to Megaton, once you enter you go directly to the right where Lucas Simms house is.

Once you enter go up the stairs and do a u-turn and go forward. you should see a hatch leading outside, go through it.

Once through it, go up the stairs to the platform, when you get up there jump on the right side railing. Then jump on the pipe that is sticking out the wall.

After you get on it go to 3rd person view. This is best done at six'o'clock since you are going to be surching for a square window after you find it put your back to it.

Now you are going to run forward and pullback on the joystick real fast and as soon as you do this you are going to want to tap Y repeatedly to jump and you should get up there.

Now you are going to get on the right side of the plaine piece and jump on it to where you are a foot in the air, now you are going to run directly to the right and when you get to the edge you jump, and if done correctly, you should land on the side of Megaton.

But be careful cause there is a invisible wall that will not let you back in Megaton, except the main gate. Once you are on there you try to stay in the middle of the invisible line and when you get to that big metal piece you are going to jump in the middle of it then you just keep jumping till you get to Stockholme's location.

It might take you a couple of tries till you get it.