At the beginning of "Patient X," Krycek appears at the scene of a terrible massacre in Kazakhstan, leading a company of Russian soldiers. He captures a teenaged boy who is the only surviving witness to what happened, then runs Marita Covarrubias, who is heading a UN peacekeeping mission, off the scene.
Krycek then takes the boy, Dmitri, back to the Tunguska gulag we saw in "Tunguska." He apparently beats the kid (we see Dmitri all bloody, and Krycek out of breath) in order to find out what he saw. (No explanation of why the boy needed to be so coerced.) Krycek plans to trade Dmitri and his information to the Consortium, exchanging him for all their research on a vaccine for the Black Cancer. (This part really doesn't make sense. The Russians have a vaccine that works, so why would Krycek be interested in the Consortium's, which doesn't?) To make sure no one steals the boy from him, Krycek orders him infected with the Black Cancer. Then he sews Dmitri's eyes and mouth shut and seals his nostrils and ears - presumably so the Black Cancer can't get out.
They take a ship to New York City, and once there, Krycek calls WMM with his offer. WMM doesn't agree, but seems to be interested.
Martia then shows up on the ship. He throws her against the wall as if he's going to hurt her...then kisses her passionately. She kisses him back with equal enthusiasm. Apparently they have been lovers for some time. He says that if the Consortium gives him what he wants, he'll rule the world. (!) She leads him away to someplace more comfortable - and he follows, not even bothering to close the door to the room where he's keeping Dmitri.
When Krycek returns, he finds Dmitri is gone. Marita has betrayed him. Then WMM appears, holding a gun. He captures Krycek and handcuffs him in the hold of the ship. Krycek wants to trade the information he got from the boy, but WMM isn't interested. He has figured out that Krycek would never have infected the boy unless he also had the means to cure him. So the Russian vaccine must work. He sets Krycek free, in exchange for the vaccine. He also sends Krycek to tell Mulder to rescue the alien rebel being held captive at Wiekamp Air Force Base. And Krycek does this - apparently because he wants to, since WMM would have no way to make him comply once he was free.
Krycek breaks into Mulder's apartment and leaves a note on the floor that says "Things are looking up" on one side and "Wiekamp Air Force Base" on the other. When Mulder bends to look at it, Krycek ambushes him. He takes Mulder's pistol and holds him at gunpoint with it, telling him about the alien war, and the prisoner who must be rescued for the sake of the entire world. Mulder doesn't believe him...until Krycek kisses him. Then Krycek gives Mulder the gun back and walks out, saying "Good luck to you, my friend," in Russian as he leaves. Mulder stares after him, holding the gun but too stunned to use it against Krycek. He sits in the dark, brooding about "Fate, destiny, and the extricable relationships in our lives" until Scully finds him. Then he decides to do what Krycek asked and rescue the rebel. (We don't know if he succeeded; we don't see exactly what happened, and Mulder doesn't remember afterwards.)
It seems that Krycek is now even more influential that he appeared to be in "Terma." He's not a Russian agent after all. Apparently the Russians just gave him privileges because of all he knew. With the kidnapping of Dmitri, he's no longer welcome in Russia. But the most powerful people in the world, including high-ranking U.N. officials and the elders of the Consortium, know him and deal with him as an equal. Krycek appears to be one of the movers and shakers of the world - a sort of international wild card.