Walk up the stairs with your Shotgun out and kill the two thugs. When you get to the door, you'll realize it's bolted shut and you need a detonator, so now you must explore the tunnels some more to find it. Turn left and walk down the stairs, killing two thugs near the tunnel opening.
Walk through the tunnel opening and you'll gain access to a bank. A thug will have his back turned, discussing his plans of escape with his associates. After he finishes talking, shoot him in the back and take out his three thugs. Just be careful though, because two of them have shotguns.
Now walk through the door and into the bank, where another thug will have his back turned. Kill him (preferably with your Dual Berretas) and then kill the other three thugs; the last one will fall down in slow-motion.
Answer the phone and a cutscene will activate. Max, still posing as a thug for Lupino's forces, will mock the officer. The cop will state his name (Jim Bravura) and Max will respond by joking with him once again, just before Max hangs up the phone.
Push the button on the control panel and the door to your right will now open. Walk over to the bearer bonds and a short cutscene will start, where Max explains that the thugs were aiming for Aesir Corporation bearer bonds. After that, go back to the control panel and press it again and the door on your left will open up. Here is where you'll find the detonators. Pick them up and travel back to the locked door. Be very cautious when you walk up the stairs; three thugs will show up and one of them will have a grenade. Since you won't be able to tell who has it, the wisest thing to do is kill all three of them simultaneously with your berretas. After they're dead, walk over to the door and open it.
You traverse deeper into the station. Also, if you killed the thugs at the end quickly enough, you can pick up one of their grenades.
- At the beginning of the level, two thugs will argue with each other about the detonator. If you let the argument pan out, one of the thugs will kill the other and then whistle casually.
- While in the vault, you can shoot out the alarm system, which will prompt Max to comically mutter, "Thank you."