Kenji requests that Claude break an associate out of the Staunton Island Police Station and bring him back to the Casino.
Your first order of business is steal a police cruiser, as you won't be able to get near the back door of the police station without one. The easiest way to do this is to locate a cruiser on the streets somewhere, and then collide with it (gently; you don't want to seriously damage it). Then exit your vehicle. When the officer exits his cruiser to pursue you, get in his vehicle and get away fast; if he manages to open the cruiser door, or if you don't get in quick enough, you're Busted.
Once you've secured a cruiser, head over to 8-Ball's garage and have a bomb planted inside. Then follow the map to the police station. (Make sure your alert status is completely clear before attempting the the next phase of the mission.)
Drive through the gate (which opens only for police vehicles) and around the back of the building. Before driving into the blue corona, note the heavy-duty police truck parked to the side. Position that truck so it's pointed towards the gate, but close enough to the blue corona so you can immediately hop into it. (NOTE: this last part can be completed with one of the other cruisers parked nearby instead of the truck, but it's far more difficult.)
Drive into the blue corona, detonate the bomb and run towards the police truck but don't get in yet. A gaping hole will be blown in the side of the building and Kenji's associate will run out and follow you. Make sure he's near you when you get into the truck, otherwise he won't follow you. Then cruise out through the gate and into the area beneath the police station.
The explosion automatically gives you an alert status of 3 stars; however, under the station you'll find a "bribe" star that will knock it down to 2. After that it's simple; evade the police and find 2 more bribes somewhere in the city. With the heavy truck, the pursuing cruisers will bounce off of you for the most part. Just be sure not to flip the truck or fall off a bridge. Once your alert status is clear, you can return to the casino, ending the mission.