Enter New Yolk City and talk to one of the townsfolk. Climb the rope that you are told about and jump to the nearby ledge. Follow the ledge all the way around the buildings until you reach a set of swinging doors. Enter it to access a hidden Black Market store, where you can buy upgrades to your weapons and attributes.

Note: In order to get into the black market, you need a password. Just walk around town until you hear someone mentioning the Black Market. Talk to them and they should tell you the password.