Iv since figured this dilemna out. You dont need the rope at that very moment. We just did things in the wrong order. When u get to that part or after u defeat the boss down there you press start and use the teleport back to the city option. Once there Hold down R and press square, This will make the map bigger. Look for a large blue or red exclamation mark(I forget which it is), thats where ya need to go. Go into that dungeon and find the boss, then after that youll find the missing girl. I hope i helped alittle!
