On the last level the Maw, on the last checkpoint, when you go off the big jump onto the small bridge, drive the warthog so a quarter of it is off the bridge. Jump on top of the warthog and jump on top of the wall on either side (the one closest to you) and follow it up to an upper, smaller bridge. There are two hall ways and go in the one with blood in it. Look to the right and you will find the name Rex written in blood.