After finishing Nigel and Mrs. Thornhill, orange circles will appear on the map that are starting points for missions. To start this mission, head to the largest of the orange circles, which happens to be at the golf course. You need to steal a golf club from Mark, but he will have security with him, who are all armed.
It's important as you get close to Mark, that you equip yourself with a fairly powerful gun, preferably an assault rifle. If you don't kill Mark right away, he'll get in his Caddy and take off, prompting a chase. Quickly kill the security and Mark if you can, then grab the golf club. If Mark gets away, chase after and kill him. You likely have a two-star wanted level at this point, so lose the cops to finish the mission.