This is Tommyknockers, the TV miniseries based on the Stephen King novel, where a UFO buried in the ground is dug up and starts psychically infecting the citizens of the nearby town, turning them into aliens.
I think before then he was walking through the woods to some sort of facility or maybe even just a shed or shack where this scene took place...
The UFO was buried in the woods, that's probably the facility you remember the main character walking to. As for the shed, that plays a very pivotal part in the plot.
I also remember the whole scene being bathed in green light!
Green light is the signature of all of the Tommyknocker's technology.
It was probably early to mid 90s as I recall my dad renting it from the local video store (UK).
The miniseries aired in 1993, so that fits.
I have a very loose recollection of a film - the last 5 or 10 minutes actually - where a guy sits in a sort of dentist/torture chair, and there is a machine which drills into his brain. He seems to be doing it voluntarily, maybe to cure himself of something?
At the end of the movie,
the main character, who has only partially 'become' a Tommyknocker, gets into the control center of the ship. A device drills into his head, which lets him take control of the ship with his mind, and he flies it away. You can see that part here on youtube.
On a personal note, I only saw this when it first aired, when I was very young, so I remember none of it - if I even watched it at all. However, it's one of my favorite Stephen King books, which I've read probably 10+ times, and the exact scene you remember is my one memory of the movie (besides the creepy opening song).