Where do you go after the third gym Pokemon FireRed?

Assuming you are in Vermilion City and you have already gone to the S. S. Anne to retrieve HM CUT, go to Digletts cave and go out the other side to route 2. In one of the houses there, you will find Prof Oak's Aide who will give you HM Flash.

Go back to Digletts cave, then back to Vermilion City (left) and go north, back to the underground path. When you reach route 5 go up and go toward the east of Cerulean City (to the right) to where the small tree was, where previously you were blocked. Keep going, there are more than a handful of trainers there ready to battle. If you keep going you will eventually reach a Pokemon Center, toward the left of the Poke Center there is a cave. That's Rock Tunnel and the only way you can reach Lavender Town. Toward the West of Lavender Town is Celadon City, you should focus on the Game Corner there, which happens to be one of Team Rocket's hideouts.

For a walkthrough visit the Related Link.