Welcome to the board, tboulba!
America is still sleeping - so I'll do my best.
Some doors are locked (unlock them with your Rogue) or need a special item (crystal or key) for opening.
Have a look in your W&W directory and search for the file "help". There you can find a Walkthrough for the Crypt dungeon. Sometimes the answers are nearer than you believe. ;-
If you need help for the other 9 dungeons look to Rick Volberding's (here known as Xignal) famous internet page [there is no better one]:
http://www.volberding.com/WHints/index.html
Fallagar