I'm playing for the second time, and I'm stuck on the 3rd level. I cannot get through the vault door to the left. My rogue has poor disable device skill so I can't open the stupid door.
Is there another way to open the stupid door??? I've been standing there for 3 hours, and the stupid thing win't open.

I don't recall any locked door on the left of the 3rd level map, which one are you talking about? the only two locked doors are on the right part of the map

if you are talking about the iron thingies that come right after you triger the trap with lotsa slimes then I opened it by using the thief skill at a small thingy at the bottom of one door (press alt and you'll find it) I dunno though if you have a poor thievery skill what you should do

It will go away at some point. Try going back to the 2nd level and resting, if you don't have anything better to do.