Start a new game and before the train stops moving, enable the impulse 101 code. While the guard is trying to open the locked door, press [F6] to do a quick save. Get a weapon (pistol or crowbar recommended) ready. When he opens the door, wait for him to open the door on the other side of the room. Once that is open, shoot his foot. He will say something similar to "What do you want on your tombstone?", etc. and begin to shoot you. He will kill you if you do not kill him first. If you kill him, you will not get into trouble (and continue playing normally afterwards). Press [Esc] and load the game that you quick saved. Do the same thing, and he will say something different. At times, he will not attack. Do not do this with any other guard -- when you shoot them you will be fired for mishandling a firearm (even if you use a crowbar).