After you've completed all three chapters(Dolores, Lucy, and Rakan), go to the upstairs bathroom. Look in the sink, and you should find the Safe Key. Go to the upstairs office(same floor you're on) and use the key to open the safe.
Inside the safe you'll find a small note that has the word "basement" scratched out, and reads "room 302 ???". Take it with you and go down to the basement, where the TV and gramophone is. Go to the door that you often return to the house through, but is usually always locked from this side. (The door in the corner between the electrical room and the boiler room.) It should now be unlocked.
Open up the door. Dance, dance!
Reference explanation:
*** Spoiler - click to reveal ***The apartment you see is room 302, the apartment/room where Henry Townshend lives, the protagonist of Silent Hill 4: The Room. This room is highly recognizable to players of SH4, as large portions of the game takes place there. The chained door of room 302 is also likely the inspiration for the chained doors in Visage.