Grand Theft Auto IV/Little Jacob

Concrete Jungle
In this mission, you and Little Jacob are going to go and settle the score for the ambush earlier. Get in a car and drive to the house marked on your GPS. When you get to the front door, take cover, and Jacob will kick the door open. Gun down the thug that comes down the stairs, and then move to the window to take out the enemy holding a shotgun. Go inside and take out the remaining enemies, and drive Jacob home to complete the mission.

Shadow
Little Jacob and Badman have asked Niko to take care of some rival dealers on their turf. Go to the spot marked on your GPS and watch the short cutscene. Keep a good distance behind the dealer, and keep following. At one point, Roman will call. This is not an issue if you're a good distance away from the dealer though. Follow him into the apartment, and take him and his cohorts out to complete the mission.