You'll start the level outside of a Cold, Unfeeling Megastore™ in downtown San Francisco. As soon as you're able to take control of the main character, go ahead and run straight up the stairs. If you go down the stairs into the parking garage, you will be quickly eaten by the roving security trolls and will have to start over. Make your way past the surly gate demon to the left of the stairs and you'll find yourself in the store. Now the game begins in earnest. You must navigate the store's mazelike aisles, locate the magical PlayStation 2 patch, and generally act like a complete ass without alerting the store's management or irritating other shoppers.
To make your way through the aisle mazes, just stick to the wall on your right at all times. You'll eventually get to where you need to go. Once you get near the PS2 patch (you'll hear the sound of a cooking demonstration as you draw near) hold down the Circle button to go into stealth mode:
Not only will this allow you to sneak up on the PlayStations in ninja-like silence, but it has the added benefit of making everyone in the store stay far, far away from you. Remember, weird looks mean bonus points!