OK, this was my problem. The first time you mentioned the SUV, I misunderstood and thought you meant it was right outside the bank where you first exit. I kept running around that area looking for a vehicle, and by the time I'd give up on it, I'd have been shot up so much by the cops that my armor and half my health was gone. So I guess what I'm saying is that I'm not very bright.
Thanks for clearing that up for me; also thanks to the other guys who answered as well. I'm thinking later tonight (when my kids are asleep), I'll be able to finally get through it.