there should be a wheel thing that u turn to shut of the gas. i think.

Dude, you are also talking about Resident Evil Zero, because there are no boiler room or steam gas for the Resident Evil game.
Anyway, if you ARE talking about Resident Evil Zero, here's how to shut off the gas.
You should have balance the black and white statue on the big statue of a woman upstairs, if you don't know where she is, she's in front of the room where you press two buttons to get the knights to move up their swords unlocking some doors. Yup, after you balanced it, the painting of Dr. Marcus will be gone, instead, there is a staircase to the underground. Go down there and head to the door in the end, not the gray door you see. Here, let Billy give Rebecca a lift and she will be at the Torture Room with torture devices and stuff, head Rebecca forward and you should see a small device controlling the heat on the wall, go to it and control the heat to 70 degree, here's how you also do it.
It should give you five times to control the thing to go up or down until you reach 70. So for the first time, go up, second time, go up, third time, go down, fourth time, go up, final time, go up. If you completed it correctly, the gray door you saw earlier should be unlock, and the boiler room gas will be shut off. But before you get too happy, Rebecca will fall into a big giant hole so go save her!
Run Billy to the boiler room and head down to the staircase you'll see when you reach the end of the walkway. Go down to the door and you should enter a room with animal statues, infected monkeys will attack you, they're called Eliminators or something. Dodge them and run across the room until you reach two doors, enter the one to your right, there you go, got Rebecca! Good luck.