Mission 5 of Act I. Your first free the hostage mission. Those are fun to do. You cannot really blast in with all guns blazing... Hostages tend to die. Sneaky approach for those is the best. Most all the time there are always caps in patrol routes and enemies looking the other way. You just have to watch and be patient. I've learned the hard way that rushing gets your mission failed. If you are lucky you can even sabotage a car's breaks so it would roll onto unsuspecting enemies. And it's advisable to back off when they find a dead body, they forget about it soon enough.