Ok, you are in Agart. Go straight up and throw the key into the well. Good. Now go out of the town, get in your airship, and fly into the hole you made. When you are underground, you will fly into the middle of a battle. Then you will land right next to the Castle of Giott. Unequip Cid. Go in, and go to the King's Chambers. Then Cid will leave, off to fix the airship. Ohh no, it's a little doll. Six of them! You fight them. Battle's over, in comes Golbez, he just beats the living shit out of you, then Rydia shows up, and you get to repay the favor. Back out in the castle you are told to go to the Tower of Bab-il. This is a big Castle, with lots of treasure. When you are done, take their special path out to the (under)world. The tower is north-west of Giott.