1-4: Hold Position
As you exit you get a brief CS with more missiles hitting buildings - including the building that Murray is in - and the floor that you need to reach is highlighted. There are some shields that can be picked up to use as team cover here. When you reach the fence boost your partner over so he can open the gate - the controls for it are on the other side - and then follow him into that area.
Collect the 3rd Radio
In the shack through the gate is a barrel with the next radio log (Radio 3 of 14) on it so be sure to grab that after you kill the bad guys.
When you reach the stairs nearby you get a lengthy CS in which a heavily armored shotgun toting enemy is the focus - and then you engage him and his minions. Aiming for head-shots on this guy is the quickest way to bring him down, and then you can grab his shogun if you like.
As you arrive at the elevator you reach the end of the chapter - so hit the B-button to finish this up and grab your first story-based Achievement/Trophy. The end of the chapter also gets you the stats for your play, including the number of cats you collected (shot), your best time for the chapter, kill count, and reputation at the end. A note on the cats - these are one of the collection items in the game - if you missed them it is no big deal, you will be playing this a second time, and can pick up any that you missed at that point.