Head to the big brown building in Slateport, and talk to the baldhead looking at the plans on the table. He'll explain that Capt. Stern has went to the museum to do some research on new exhibits.
At this point, the entrance to the museum will open in town. Enter the museum, pay the tiny entrance fee, and talk to the first Magma Grunt. He'll give you TM46: Thief.
Now head upstairs. You'll find the Captain, but be jumped by two grunts. Beat the two grunts, and their leader, Maxie, will emerge, and scold them for getting smacked around by a 10-year old (lol!).
Your character will then deliver the parcel to Stern, and you now have access past the Magma Grunts to the north, since they retreated with Maxie!