Kill the two guys that come through the door and rush outside and up onto the roof. Grab the snipe rifle if you haven't got one, and crouch down and zoom in on the sniper shooting at you. He's across the road in the last green building to the left. Now take out the guys in the cars that have turned up. Don't let them get into the building. Duck down again, take out your sniper rifle and take out the newest sniper, who is on top of the beige building just to the left of the last sniper's position
Take out the four guys that are coming in on foot, then crouch down again and take out the third sniper, who is hiding down across the road by some trees. Take out the helicopter that has just appeared. Note that there is an ammo box and health kit on the roof if you need it. After this, duck behind the glass pyramid and quickly take out the sniper on top of the roof above you. Do this quickly, as there are guys coming in on foot. Take them out and go talk to Coco.
Of course you can do this differently, such as after you've got on the roof and taken out the first sniper, you can run down to the office and protect Coco from there, taking out people as they come into the office and then running out and taking out the snipers.
You can now buy the club for $13,000,000. If you have Montana Holdings it will cost you $11,700,000.