Scene 1 - Penthouse
Just as before, you will start this mission on board of a helicopter and flying towards your first destination. I would recommend that you choose your weapons without any delays, because the pilot is going to be hit once the helicopter is close enough to the theater building. As a result, you will be forced to use the ropes quickly (screen). You'll end up standing on the roof.
I don't think you'll have to deal with the sniper, however if he's still present, order your men to take him out. Proceed to the lower level and hide your teammates behind the plants (screen). Try moving a little forward, however go back once you've seen some hostiles. Take them out from here. It shouldn't be a problem.
You may proceed towards the stairs along with the rest of the team. Obviously your task here will be to proceed to a lower level. There are some equipment crates to your right, so I'd recommend using them. Order your men to go to the left door and tag two opponents for them (screen).
You can proceed to a nearby balcony if you want to, because you would be able to surprise enemy units from here (screen). Either way, you will have to secure this room by proceeding with the assault. You should be able to find a new staircase here. Head on to the lower level and try staying quiet, so you won't be seen nor heard by anyone.
Once you're on the lower level, ask your colleagues to remain here for a while. You should consider turning around and moving forward. Eventually you'll come across a new corridor (screen). Stay here and use the grenades to kill a few terrorists. Your colleagues may assault their room in the meantime. Eventually you will have to secure this entire area.
You may start moving towards your current target. Check the room to your left if you want to, however this is optional. Nevertheless, you would be able to surprise some of the terrorists from the upper balcony (screen), so I wouldn't recommend passing on the opportunity to score some additional experience points.