Key to Her Heart is a mission in GTA San Andreas that is given to the protagonist as part of a series of missions designed to culminate in a heist on the main vault of Caligula's Palace in Las Venturas. The planners include Carl Johnson, Wu Zi Mu, and Zero, among others. These events occur later in the game's storyline, after completion of all San Fierro missions.
Follow Millie Perkins, a croupier at Caligula's Palace, from the casino to her home, and pose as her "date". Gain her affection by dating her a few times, after which she will trust you enough to grant you access to her security card.
Meet Wu Zi Mu at the Four Dragons Casino. You and he will discuss the next step in the plans to rob the main vault at Caligula's: acquire a security card. After the cutscene, you will be placed on The Strip, outside the Four Dragons Casino. Make your way to Caligula's Palace, just up The Strip. You will be prompted to stop in a red destination icon just outside the casino's main doors. Here, a cutscene will ensue, during which Millie Perkins will be seen leaving the building, bidding a security guard a good night. She will get into her car (invariably a pink Flash) and proceed away from the casino. Follow her, but keep your distance! A Spook-o-Meter will appear to let you know if you are following too closely.
Millie will drive north on The Strip, around the Old Venturas Strip, then back onto The Strip, stopping at a sex shop on the west side of the street, in the Redsands East district. Here, you will be prompted to follow her inside. Park anywhere and enter the shop. Once inside, you will be prompted to find Millie, who is trying on clothes at the back of the building. Once you have found her, she will leave, at which point you will be prompted to put on the gimp suit. Once you have put on the gimp suit, make your way outside to continuing following Millie.
Once outside, a Windsor will invariably spawn in a parking spot directly in front of you, enabling quick access to a fast vehicle, as Millie will being driving away as soon as you leave the shop. Continue following her as she progresses north through Redsands East, and up into Prickle Pine. Here, she will stop at her house, at which point you will be prompted to park across the street (in a red destination icon). Very soon afterward, the Gimp will begin to approach Millie's house. Kill the gimp and steal the Dildo he is carrying. Posing as the gimp, head to Millie's door, and enter her house. You and she will engage in sexual foreplay of the BDSM variety, and a cutscene will ensue, during which you and Millie will engage in sexual intercourse. Afterward, Millie becomes your girlfriend, and the mission is passed.
After successfully gaining Millie as your new girlfiriend, you still have the task of acquiring access to her security card. Although the mission Key to Her Heart has technically been completed after the above events, the security card is not in your possession until you have taken Millie out on enough dates for her to gain your implicit trust. The next mission in the Caligula's path, Dam and Blast is unlocked after completing the above tasks, and can be performed before continuing to the next part of this mission.
Millie invariably returns home from work at 12:00. Her Flash will appear, as will a small red destination icon, indicating her presence at her house. Park a vehicle in the red icon and take her out on dates. After 3 successful dates, she will call you to let you know she has left the security card in her bedroom, asking for reassurances that she will share in the profits from the heist. After this call, Millie's house becomes independently accessible for the second of only two times during the game. Enter her house, and take the key card, which will be rotating directly in front of you. Once you have the security card, you are poised to continue with the heist.