Elliot heads there, not with a SWAT team, not with the rest of the detectives, not with any single other law-enforcement official. He finds an abandoned record company, and sneaks around until he finds Rook seated in front of a mixing board. Rook's impressed Elliot found him so quickly. At gunpoint, Elliot frisks him and asks where his partner is. "Or what, you're going to shoot me? Then I don't think you'll ever find her." Elliot, after some consideration, lowers the gun, and Rook says Olivia's right next door -- in a soundproof studio with a door that's wired with explosive (to which Rook also has a detonator). Wish you had some backup now, Elliot?
"What do you want?" asks Elliot. Rook says he wants to conduct an experiment, to see how far Elliot will go to save his partner. We can see now that Olivia has things clamped to her neck. Rook flicks a switch on the mixing board and tells Olivia that Elliot's there. She urges Elliot to do whatever Rook says. Elliot asks her if she's all right, and she says again for Elliot to do what Rook says, and Rook flicks the switch again.
Rook makes Elliot sit down, and then lays out the parameters of the experiment. Olivia's in a chair wired for electricity, and shocks can be delivered via the nifty little remote he has. "The Milgram experiment," says Elliot. "You've done your homework," says Rook approvingly. "Only this time, the shocks are real," he says. He then flicks off the light switch, so we can't see Olivia anymore, and pushes a button on the remote and Olivia screams. Well, I'm convinced. Especially since Rook said that was a soundproof room Olivia's in, so I'm not sure why we're hearing her scream. Elliot won't do it, so Rook does it again, and says if Elliot refuses again, he'll increase the length and dosage of the shock. And he launches into a tirade about cops abusing authority, and Elliot feigns sympathy for Rook loses his family. "I didn't lose them," says Rook. "They were taken from you," says Elliot, and Rook goes off the doctor who refused to be challenged, so he caved in, and lost his wife. "I sat there and held my wife's hand and watched her bleed to death!" he yells, and orders Elliot to push the button. Again, Elliot refuses, and Rook does it, and Olivia screams.
Rook wants to know why Elliot won't push the button, and Elliot says it's because too many people have suffered already. At which point Rook congratulates him for being a man and flicks the switch to reveal Olivia unhurt (the screams were pre-recorded). So Elliot passed the Milgram test, did he? Except since the Milgram experiment was all about people capitulating to authority, and it's not like Elliot felt Rook was any kind of authority figure. Plus, ask any parent how "Do this or I'll do it myself" works as a way to get people to do anything.