In the mission, Saint Mark's Bistro, fly to Liberty City (as the game says). When you get to Liberty City, kill any bodyguards in your way, but don't kill Marco, the main objective of the mission. Go outside in the back of the restaurant, up against the outer wall and type "Kangaroo" to obtain "Super Jump". Jump over the wall and you'll see yourself on the street, familiar to where the events of GTA III take place. Shoot at the ground to find solid parts. If there are sparks, then it's solid. If there are no sparks when you shoot, then it's not solid and you will fall to your death if you try to walk on them. That's pretty much it.