IrMO 2006 Problem 6

The rooms of a building are arranged in a $m\times n$ rectangular grid (as shown below for the $5\times 6$ case). Every room is connected by an open door to each adjacent room, but the only access to or from the building is by a door in the top right room. This door is locked with an elaborate system of $mn$ keys, one of which is located in every room of the building. A person is in the bottom left room and can move from there to any adjacent room. However, as soon as the person leaves a room, all the doors of that room are instantly and automatically locked. Find, with proof, all $m$ and $n$ for which it is possible for the person to collect all the keys and escape the building.