you mean the cave with the woman? if that's the case, then:
keep going north until you're in the area that you have to plant flags/landmarks/poles/whatever. keep going straight north until you see the igloo with the All Materia in it. then go east. eventually you will reach another screen and keep going east. you will see that cave again and talk to the woman inside (she's wearing that purple jacket). She will say something along the lines of: "You've got some nerve, touching me with the same dirty hands that you touched that filthy hot spring! I'll never forgive you!" Then you have to fight her. She's relatively easy to beat, all she knows is Cold Breath and Ice2. You can steal a Circlet from her which will boost your, i think, Magic and Spirit +30. After you kill her she will fall down and turn into the Alexander Summon Materia. Good deal!