Tenpenny has brought you out to the middle of nowhere and you're pretty much forced to do some dirty work for him, since he is told that Sweet is in a prison hospital. Big Smoke is working with Tenpenny and if CJ goes after him, then Sweet will get hurt. Go across the street and save your game in the trailer park, then step into the red marker to start the mission if you want to. You may want to go into the Ammu-Nation nearby to stock up on some weapons before you do though.
REWARDS - Respect, Catalina's first set of missions unlocks
Follow the yellow blip on your radar to a red marker at the bottom of Mount Chiliad. You should take the Sanchez near the save point trailer; there's a weapon (Micro Uzi) behind one of the trailers. Once you get on the mountain trail, carefully make your way while looking at your map to follow the dirt trail. Go around the hairpin turn, then take a left at the fork to reach the cabin with the guy you need to kill.
As you approach the cabin, you'll see a cutscene with some FBI. Head towards the cabin, and make a beeline towards the parked car. What you want to do is take out any FBI while keeping an eye out for the target, since he will be getting to the car. Take him out before he gets into the car, since you will then have to give chase. If you kill him, take out the rest of the feds and take a picture.
If he manages to get in the car before you're able to kill him, then hop on one of the dirtbikes and give chase. If you picked up the Micro Uzi from before you started you ascent or if you have bought a weapon, then shoot the car until it catches fire. The guy will get out, so shoot him and take the picture. If you don't have a weapon, you will need to veer his car off the mountain using your bike, which isn't easy. Once you have the picture of him dead, take it to the drop-off point to finish the mission.
Not long after finishing the mission, you should get a call from Cesar. He says he's sending you some backup coming out to protect and he wants you to meet at a diner in Dillimore. Your target is the question mark, and it is one long ride there.
You'll meet Cesar's cousin, who is one "intense" lady. Her name is Catalina (may recognize her from GTA3) and she has cased four soft targets. The closest one is right down the street at a gas station.