Once you get the Greyhound, run under the man and bark non stop. You will hear him saying things such as "Nice doggie" and "Hush now". That indicates that he is following you. Walk around the bottom slowly, barking non-stop. Once you get him all the way to the end, run around the corner (keep going forward); then around the corner, up the steps, around the next corner, and grab the bag. Once he has it, he will take it to the cop.