If you've found an AK or M4 around town, good. If you don't, be prepared for a long shootout. Start by driving to the blip, then after the cutscene, drive around back. Hop on your car and then over the fence. You won't stealth through everything so just go in with guns blazing, duck, roll, cover, shoot. Do whatever it takes to get inside. Towards the warehouse is a set of blocks with armor on it Grab the armor and watch the two forklifts drive to you. Manually blow up the crates there, that'll alert the attention of the people in the warehouse. As they run out, blaze them down, one by one. Follow through with shooting them all with guns you have. Then, once you reach the stairs, DON'T GO THROUGH THE ROOM. Shoot the Ballas, and then, just go to the left wall. Now you should be able to see the Russian Arms Dealer's arm basically, now keep shooting that for about 5 minutes and he'll be dead. Then, exit the place. It saves time instead of going through a whole chase sequence.
Tenpenny lets you live