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Proceed to the tunnel, parking length-wise across both yellow markers to block access. Kill all of the cops. Either use the rocket launcher to destroy the cop cars and their inhabitants, or simply use the assault rifle to zoom in and pick off each one individually. Either way, be careful not to kill Aiden yet. If you're using the assault rifle, you will need to zoom in to hit the cops hiding behind the armored car.
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Once you have captured Aiden, you'll need to lose your wanted level in the armored car. This will not be easy because the car is very slow. Try and put some distance between you and the police by hitting a straightaway for a while. Take various turns to try and lose them. Once you're out of the cops' radar range, stop moving so you are in the safe zone long enough to lose your three-star wanted level. Don't worry about hitting anything in the armored car. It's all but indestructible.
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Drive to the marker to end the mission.
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Award: $7,500 He'll ask you to kill a guy named O'Malley. This mission is harder than it sounds, because O'Malley is being held in police custody under heavy security. Packie will call you, and tell you the plan: as the police convoy enters a tunnel, you're going to block the path with a truck and attack the convoy with a rocket launcher. Go to the marker and hop into the truck. Drive the truck to the tunnel and block it by parking the truck between the two markers. The convoy will stop. Take out the cops that go to investigate your truck, then take out your rocket launcher and take out the rest. You'll be told to get in the armored car, and you'll have to drive it out and lose your three star wanted level. Then drive to the marker to end the mission.