A bit of a toughie this one, you need to retrieve a dossier on Tenpenny's behalf from a Government agency. The first thing you have to do is drive into the desert to the location of the carrier, this first location is not too far from your Verdant Meadows airstrip. There are plenty of Feds and other Government gunmen around so be wary when approaching the map blip. If you are handy with the Sniper Rifle and have lots of ammo to hand you may be able to complete the mission at this location, if you have this in mind then try the raised area to the east of the map marker for a good sniping location.
Assuming that the carrier makes his escape, you have to grab the second helicopter and follow him, this chase takes you back into Las Venturas and over a restricted area which will get you a five-star wanted level just for overflying in the chopper and some unwanted attention from the airforce which makes life difficult when you are concentrating on following another helicopter, therefore it is best to take a wide line around this region if you can.
Once you are back to Las Venturas, the carrier makes for a tall building with a helipad on top, this is possibly the easiest place to grab the dossier as there is no covering fire there and the mission ends the moment you grab the case. If you can land in such a way as to obstruct his escape down the stairs from the helipad then you should have no problems.
If he escapes the helipad then he will make his way down the building, which is partially a multi-storey car-park, and head east into town, the final location is an underground car-park but this is difficult as he has plenty of supporting fire and you'll have quite a shootout on your hands!
Easiest if you have plenty of ammo to hand, it is possible to snipe the carrier from a nearby ridge or destroy his chopper before he takes off but this can lead to failure also. Try the raised area to the east of the marker on the map to get an overview of the site and a good sniper point. The carrier appears to start in a small building at the north end of the site, you can flush him out by firing a shot at someone but bear in mind that other agents will grab the case if it is dropped.
Another very easy solution is to approach the small town from the north in a Hunter (which is available at your airstrip after completing Flight School with all gold medals). Flying just above ground level, close in on the carrier and shoot him using the chopper's machine gun, then kill all the other guards. Having eliminated all threat, you can grab the dossier without further ado.
A minigun makes this mission a breeze. Sneak round to the red rock north east of the marker and let rip, you should easily get the carrier and all the henchmen.
One easy way of completing this mission, is to sneak round the outskirts of the small town without being seen. That way when the guards are alerted to your presense, you can take a quick shot at the carrier before he gets to the helicopter, grab the dossier and run away.
Use the jetpack to approach the compound from the "back". You can get into the second helicopter and you won't have to shoot anybody.
Possibly the easiest way is to get a fast car or bike, and when approaching from the south you can drive around the right side. The target will be near the helicopter so head over there. Ram him with your car and he will die. Quickly get out, grab the dossier and run down the steep cliff.