When you meet up with Grim (Old Scottish bloke), you will be ambushed.
The upper level enemies will throw dynamite at you. Equip the rifle and keep shooting in their general direction and one will fumble and drop the dynamite.
If you don't get it try to reload the checkpoint before killing the last one.
This is also the perfect place to get Boom Goes the Dynamite achievement:Solution for Boom Goes the Dynamite in Tomb Raider