here is the thing, the game leads you into the building by placing a nice shotgun on the wall, if you decide to not go there you just have to survive and kill, one shot in the leg kick to the face, repeat
if you have the wii version its even easier
on teh first play thru get the SMG, it holds tons of ammo and makes le shot head kick very easy to do
and once you beat it save up and get the Chicago Type, greatest gun ever