First, you need to enter the invincibility cheat code (see cheats page for info on how to unlock). Then go to CP 4 where the 2 bridges and the rotating arms are located. Walk onto the bridge, face the railing and jump off. If you followed the instructions correctly, you should be able to stand and walk on lava as if it were solid ground. You can even throw grenades on the lava and they will bounce across. The only way to get out of here as a normal unit though is to respawn/commit suicide. With Jetpack/Jumppack soldiers or Heroes you can fly and jump out.