After Michelle tells you her name is actually Karen, she'll introduce you to one of the head guys in the Government agency she works for. He wants you to find out everything you can about a man called Oleg Minkov. He lives on Iroquis in Hove Beach.
Grab a vehicle or take a cab and make your way to the house. Head up the steps and watch as Niko breaks into his house. Go into his living room and use the laptop. Read all of Oleg's emails, then leave the internet. Niko will phone the U.L. Paper agent and tell him that Oleg is going to be meeting someone at a jewellery store. The agent wants you to kill him.
Grab a fast car and drive to the jewellery store. Park in the mission objective icon. As soon as the cutscene is over, start spraying bullets into Oleg's car. You'll need to chase him all over Liberty City before you can get him to stop, so get as many shots in as quickly as possible. He'll go down a few alley ways which are blocked off, so make sure you're ready to reverse and change your route.
Keep emptying bullets until he's dead, but make sure you don't lose him or you'll fail.
- Make sure you choose a fast car before parking in the mission objective marker near Oleg. He'll speed off and you'll need some decent power to stay close enough to kill him.