Keep going until another checkpoint message appears, and then press NUM0. On the race mission, after you go through the first checkpoint turn left down what looks like a shortcut. While reloading, perform a sideways roll. Enter, and walk down the steps into a cellar with every gun in the game. Walk around the side of the building until you see an open door. Yellow Pete's Gun Shop is located at the ''H'' in ''Hoboken''.
