After finishing Nigel and Mrs. Thornhill, orange circles will be placed on the map, which will trigger missions once you get within range. This mission is located in West Vinewood and is the southeastern circle on the map. Enter the club and go down the stairs until you see Willy talking to some woman.
As you approach him, he tells you to go away and you will eventually have to fight him. Keep attacking him until a gold tooth falls out, so collect it and then exit the club. You should now have a 2-star wanted level, so lose the cops to finish the mission.