You need a taxi, a gun you can use while driving a car, and the health cheat. This works if you can ride in Roman's taxis too. Get where you can ride in a taxi. Make the driver take you somewhere and it doesn't matter where. Hold LT where you should break out the window. Keep holding it but don't shoot. Keep holding and get out your cell phone. Go to cheats and select the health cheat. If you're still holding LT, the window will be fixed and your arm will be sticking through the window and you can still shoot your gun.