This mission begins as soon as the previous one is finished. Shane is pissed off at you and says he's waiting at the Crocodile. Take out the thugs in front of the building, then use the Touch Pad to head inside. As soon as you're inside, Shane drugs you and you'll have to fight off some DUP soldiers.
Keep fighting until you end up in a dream sequence, where you can just head towards certain objects to view some short scenes. At one point, you'll be heading straight towards a skeleton and some white objects grab you. When this happens, simply hold in the R2 button to blast them off. Watch the scene that follows and get ready for the final mission.