When a key stakeholder requests additional work that is not in the scope, the first action a project manager should take is to evaluate the impact of the requested change. This involves assessing how the change will affect the project's scope, schedule, budget, quality, risk, and benefits. After a thorough evaluation, the project manager should submit a change request. This formalizes the process and ensures that the requested change is documented, evaluated, and approved (or rejected) systematically within the project's change control procedures.