Head down to Brucie's apartment, but before you start the mission...
There's a pidgeon on the first floor fire escape in the alleyway right next to Brucie's apartment.
Brucie wants Lyle's car. Follow the route to it then drive it back to the lock up as quickly as possible before the three cars on your tail have time to completely destroy the car. It is possible to make it back without doing any driveby shooting, but you need to be quick, so if you have problems you may find shooting back at the cars helps.
Opposite Brucie's lockup is the 'Woodfellas' lumber yard. The pidgeon is perched on top of one of the air conditioning units on the west side of the building.
Next: Roman's Sorrow