On the level named The Hood you will have to figure out how to get Yayo through the door that is blocked. When entering the first room you will see that part of the room has colapsed giving 50 a way to get up to the floor above.

Jump up to the next floor and then drop down onto the other side of the room where you will see a bunch of debris blocking the door. Back up a little bit and you will see a propane tank blended in with the debris. Shoot the tank and it will explode, opening the door that Yayo needs to get through.