Grand Theft Auto IV Walkthrough

There's a tunnel called the Booth Tunnel that connects the center segments of Alderney and Algonquin. Head to the Alderney side and seek out a dock nearby (it'll be marked on your map as a place where Derrick is waiting for you). When you arrive at this sketchy location, Derrick will pull up in a speed boat and invite Niko to get on in. So, do so, and you guys will quickly be off on your mission.

The first leg of this water-based mission will force you to head north up the West River in between Algonquin and Alderney. A turquoise dot will appear on your HUD as soon as you get into the boat, so head north towards it while Derrick and Niko have a conversation about what it is we're supposed to do here. That turquoise dot represents a boat full of North Korean supernotes that must be transported to an interested party. You are to escort them to make sure nothing goes wrong, so when you rendezvous with the boat, the second more important leg of the mission begins.