From StrategyWiki, the free strategy guide and walkthrough wiki

Level Info

Wanted	N/A
New Weapons	Kaiser Franz 650	1,350,000 Z
	Zion Generator	2,300,000 Z
Cash Raised	1,500,000 Z+
Song List	Death from Above

With the information taken from the supercomputer, the Professor's location has been located in an asteroid. You'll need an anti-ground weapon to hit the reactor coolant system, which will destroy the asteroid.