Ok, Mulder jumps off the train to lure the "super soldier " to the quarry because he (Mulder) knows that's the only way to destroy them. From a distance, you see Mulder running with the SS in pursuit and then he is seen no more. Scully has the SS at gunpoint and ask him why he must kill them. He replies that either Mulder or Scully's son must die. When Scully trys to question him further, the iron compound in the quarry sucks the SS in to the stone wall, thus, killing him. (strange special effect!) The next and final scene shows Scully typing out an e-mail to Mulder telling him that although the forces against them are very powerful, she hopes to ultimately prevail against them and be able to spend the rest of her life with him.