Follow Jackie down the alley. He will ask about Amy, Wei's sister. Wei will have no choice but to reveal her grisly fate. As Jackie says, "That sucks!" Follow him down the alley, pushing through the civilians and shop keepers. As you pass various vendors, you may notice button prompts asking you to browse the various vender's wares. These items will take the form of buffs for your character, whether it's health buffs, strenght buffs, or what have you. You can purchase these any time after recovering from or entering a big fight, but for now you don't need any. Simply follow Jackie down the alley until he reaches the pirated DVD vendor on the left. You will start your mission with him.
Simply approach him and hit the Y button to get some cash for Winston. Simplle sutff, in the beginning at least. Turn to the right now and run down the stairs. Follow Jackie to the next vender. It will be marked by a giant yellow objective marker, so you can't miss it. Approach him and hit Y. This guy will be a little harder to persuade. You will have to run around his stall and grab the single enemy, hitting B again to slam him into the telephone booth. Speak with the vender again to get your money and follow the marker to the next stand. Speak with this guy, wwho will respond to your inquiries violently. You will have to fight off a group of Dog Eyes' thugs. You can slam an enemy into the box to the right for a quick KO, and you can grab guys to toss them all about the streets. Be sure to hit Y any time you see an enemy glow red, as countering is more important that attacking in most fights. With the enemies done for, speak with the vender to get your money.
Run on to the next stall. If you need to heal, do so at the pork bun stand in the middle of the road. When you are ready, follow Jackie to the next scene, in which a group of enemies will be attacking an older stall owner. Protect him from the thugs. Toss one guy into the shutter to the right, and use the soda machine in the middle of the road to finish off another. With those two quick KOs out of the way, you should be able to finish off the rest of the bad guys through a mixture of hits, counters, and throws pretty easily. The victim will be enthusiastic and grateful for your help after you save him. Regardless, you still have to hit the Y button to "extort" the guy, and he will pay up.
With your mission basically accomplished, Jackie will lead you to a clothing stall. Run back to the middle of the street area to find the stand, and hit the Y button to start shopping. You can buy stuff for your torso, legs, head, and feet here, but you won't be able to get the chains or the bracelets just yet. When you have bought all that you need, leave the stall and head back out into the street. Note that if you buy stuff for your top, legs, and feet, you will receive a 5% bonus to damage for looking the part.
Follow Jackie back to the middle of the street, into another cutscene. Winston's bodyguard will give you more crap before the mission ends and you receive experience for your deeds.