Go to the Mafia base in the first province. Go to their car garage. Hijack a bus or a car (recommended). If you get a bus, drive it carefully so that it barely is in the opening of the garage. Do not go in too far or it will not let you get out. If you get a car, back up enough that you could drive and bail out, but position it so that your car will stop in the doorway and not go all the way in. Regardless of what you do, the garage door will shut and close on your car, but not close all the way. It is much easier to do this with the bus, because then you can just drive your cars into the doorway, then bail out, and they will slide in. You can use any size of vehicle. With the car, only cars will slide in.