That one stumped me too. You have to go to the shooting range, and then you have to shoot a specific combination of targets. I forget exactly, but I think if you shoot the correct 2 targets out of four, you will open a secret door.

Incidentally, if you are a fast shooter and can shoot all four targets before any of them reappear, you will notice that the little floating ducks will start to carry in some atomic health powerups for you.