To elaborate more,
gld_xxxxx dungeons are only accessible from guild castles, in which case you should be a direct member of the guild currently owning the castle.
entrances are through NPC that are always some random item on the screen: fireplace, flower pot, table, etc
I believe all guild dun maps are PK-enabled so if some arsehole from another guild is being an arsehole, he can kill you and make you lose EXP.
also, most of the time gld duns are more geared for party leveling.