Instructions
Begin the "Saint Mark's Bistro" mission. This involves CJ flying to Liberty City to kill members of the Forelli crime family in an Italian bistro. When the final Forelli mobster runs outside the restaurant don't shoot him. Instead, walk down the steps and move to the enclosed area to the rear of the open wall at the rear right of the yard.
Move CJ so he is standing on the snow mound on the left edge behind the tree. He should be facing a gray brick wall. Press "Up," "Up," "Triangle," "Triangle," "Up," "Up," "Left," "Right," "Square," "R2" and "R2" again on the joypad to activate the mega jump cheat which allows CJ to jump much higher than he normally would.
Jump over the gray wall. CJ should land in a snow-covered alleyway. Follow the alleyway around, taking the first right then the fight right after that. This should bring CJ to a dead end.
Move to the left wall at the end of the alley then face east. Take a short run-up and jump at the exact moment CJ hits the wall. If performed correctly, CJ will land on the road outside of the Italian restaurant the Forelli family were in and he can now walk the streets of Liberty City.