Go to the docks and talk to Cortez. He explains that he has a buyer for a piece of military hardware that is being taken through town.l He wants you to pick it up for him.
First up, grab a car and head to the western island of Vice City. Follow the yellow dot until you see the military convoy. You have three options here. You can directly engage the army by shooting at them, park your car in front of the tank, wait for it to stop and then steal it or, probably the best option, wait for them to send a soldier in to a shop to get some doughnuts and jack the tank then. Of course, the army is not very happy about you stealing their tank. You will automatically be given a three star (***) wanted level. Plus the army trucks will try to ram you. This will not be a problem as as soon as the trucks hit you they will explode. An automated voice will tell you that the vehicle self destruct sequence has been initiated. You need to get the tank to the garage marked on the map by a pink dot before it blows up. When you get there your wanted level will drop to zero. Just park the tank into the marker in the garage and move away from the garage.
There you have it, mission complete, not to mention the extra $2000 you just earned.