|This mission is required in order to set up The Jewel Store Job (Loud) mission. Once you choose to do the Loud approach, you will get a text from Lester about the LSPD's tactical team. This will place an "HS" on your map, where you can find the vehicle.|
Although the map icon is there, the truck with the weapons will be moving, so they won't be at that exact spot. When you find the truck, you need to stop it, so either keep ramming it until it eventually stops or shoot at the tires. Once it does stop, though, get ready for a shoot out with the officers inside.
Kill all of the guys inside and then steal the truck. You will now have a three-star wanted level, so you will need to lose the cops before you can bring the truck back to the garment factory to finish the mission.