"Enter the van and follow the other, similar vehicle.
After eliminating few groups of them, you run into the guy with pistol. You have to grasp him (circle) and pull out his gun (pres the triangle as fast as possible).
Armed, you can get rid of remaining enemies and then enter the higher level of the warehouse. During the firing remember to aim at the red marked cylinders. Blowing them out eliminates your enemies quickly.
At the end you find the gangster you're looking for - he'll start running as soon as he notices you.
Run him, avoiding the flames, knock him out and use as a living shield. While holding him, you can fire at running enemies.
When you get outside, the building will explode and Wei pick up a police motorcycle. Chase the running away gangster.
You have to approach to him on several meters and hold X. The big arrow appears. As if turns green, press quickly X. Your hero jump on the car and take it over.
To finish the mission, you have to park in the pointed garage.