Niko tells Roman that Mallorie has been banging Vlad, and Roman is very pissed off. Niko tells him he's going to deal with it, but Roman wants to come along to make sure nothing stupid happens.
Grab a car and make your way to Vlad's Comrades bar. Once you get there, Niko will confront Vlad about sleeping with Mallorie, but Vlad just calls on his guys to get rid of you.
Once the cutscene has finished, kill both of Vlad's body guards. A shotgun works well if you have one. As soon as they're dead you'll need to sprint after Vlad who is attempting to escape.
Chase him out of the car park, then get into the car you parked outside and chase him all of the way to the docks, avoiding the huge trucks that will pull out right in front of you.
Eventually Vlad will crash his car and attempt to escape on foot. Get out of your car and watch the cutscene.
After it, you'll learn about executing people. Equip a pistol and lock onto Vlad. Hit shoot to murder him and watch the great, blood spurting cutscene.
- You need to use a pistol to execute people, but if you don't want to see the great execution cutscene, just blast Vlad in the balls with a shotgun instead... If that kind of thing takes your fancy.