After you get your new sword, (the first one you can break walls with), continue on your merry way out of the baths, the next area will be a massive open cavern like area, full of jumping navigation puzzles, after that room, there is a small room with one of those turny switches, turn it so it's 180 degrees from the way you entered, now both doors should be closed. Run up to the wall that the switch is facing, and break open the wall, you should receive a message that says "Prince of Persia 1 is now unlocked". Select 'ok', and you've done it. Continue to walk forward, towards the stair case that you'll see, and it will let you save your game, then ask you if you want to continue going that way and play the original Prince of Persia. If you want to continue playing Sands of Time, select no, and you can go back and play the original in the Extras menu of the main game menu.