Get into the Nest
Follow your team mates. Stop at the same place as them and consider eliminating two guards by surprise. To do this, aim one of the enemies by holding MMB. It doesn't matter which person you'll aim, because both enemies will be eliminated.
Stay on the place and explore the balcony to the left, finding Intel Item - Radioman Tape - Welcome to Dubai. Now you can move to the lower platform and follow your allies. Quickly eliminate single enemy, who will try to stop you and focus on the crate, inside which you can find grenades. Take frag grenades by holding R key.
Go towards the room visible in distance and watch out for enemies who will appear inside. You can eliminate them with weapons or just obtained grenades. In the later case you might hold Q key longer to carefully plan the trajectory. I do not advise storing grenades because main hero can carry limited amount of them and there are two more crates with grenades in the area.
Carefully approach the room guarded by enemies, trying to stop them from using the nearby machine gun. After securing the area jump inside the building and keep fighting enemies, remembering about taking cover. Pick up more grenades from the crate found along the way.
Move towards the green railing. Make sure that enemy forces are not attacking from the left and deal with opponents downstairs. It is best to use grenades against them, taking advantage of height. After the fight pick up grenades and go to the stairs leading to the TV studio.
I advise to explore this area carefully because you can find another Intel Item at the place shown on the above screen - Sandstorm Cover-up. Only now choose only possible passage to the next location, watching another cut-scene.
Move forwards. You can ignore fleeing enemy because there is no reward even if you eliminate him using the silenced weapon. Stand at one of the covers and attack enemies who gathered at the bottom. It is best to use grenades from time to time.
Equally important is to take care of two snipers places on the rooftop of the right building. If you do not want to kill them yourself, you can order to do this your subordinate (hold MMB). It is worth noting that there are some ammo sheds and grenade crates in the area. You should pick them up of course.
After preliminary clearing the area, jump down. Start RUNNING forwards, heading to the inactive stationary gun. Take cover near the gun and after recovering your health partially, turn the gun by pressing SPACEBAR. Now you can attack new enemies running towards you and it is best to eliminate them by shooting at shutters of the right building, because they will be then buried with sand.
Eventually you have to secure the entire area. Now you can move forwards. Along your way you should find SCAR-H gun (screen above) and I strongly recommend picking it up because it has a grenade launcher mounted on it (you can change the fire mode by pressing C key). Jump down and approach the Nest, where you'll fight the main battle in this chapter.