Grand Theft Auto IV Walkthrough

Your first order of business should be to breach the blown-open safe, so run through the door ahead of, go down the stairs, run down the corridor, and enter the torched safe. Grab the cash (you'll see a brief cutscene of Niko doing just that), and then Niko will automatically walk back to the ground level. After a bit more time, you'll be able to make a break for it. Get ready for one of the most intense gun battles in the entire game.

Now, to explain this part a little more in detail. There will be cops everywhere (you'll likely obtain a five-star wanted level at this point), and you're gonna make a break for it. You cannot boost any cars, so don't even bother. Instead, pay close attention to the on-screen prompts that will instruct you on what to do. The turquoise dots on the HUD represent team members, while the red dots represent hostile entities. Keep in mind that there are more hostile entities than just what's shown on the HUD, but the red dots represent enemies that must be killed for you to proceed.

As you work your way out of the bank, kill the plethora of cops ahead of you. You should be strapped with a great machinegun, as well as grenades. Conserve the latter, but understand that it's times like these, when you're surrounded by multiple cop cars and a plethora of cops, that they should be used. When you've cleared out enough enemies, you'll then be able to break to your right and down an alleyway to the next area.