A Short Detour
Once you're in, just move up the steps and follow Sandman. After you breach the door, open fire and use the couch for cover as you push up the ramp. Keep clearing the way, but watch for a side path that leads through a bathroom. If you go through this little area, you'll be able to flank the Russians at the end of the hallway quite easily.
Go ahead and get your introduction to the nine-banger now. Toss it out after Sandman opens the door, and gun down the two very disoriented soldiers. You should be able to move up with the rest of your team and find the store. Use the balcony to get the fight off to a good start. Fire on the few men down on the floor, then move down the steps and get behind a display case.
Note that these display cases aren't that great for cover. Bullets can go through the broken frame, and that's about chest level for you. If you start taking too much damage, remember to go prone to get out of their sight. Once you get behind cover, a lot of soldiers will come pouring through the main entrance. Just hold the fire button down to clear a lot of them out while they're bunched up, then toss a few grenades over your display case to take out a few groups.
Once the left side is fairly clear, move on over to Sandman on the right and take out the stragglers there. Watch the door for the last few that come through, and you should be fine. Once the area is clear, you'll go through the entrance to link up with another group.
Toss a grenade behind the red barricade line to scare off the soldiers at the blockade, then move up and use the cover for yourself. After you've scattered them a bit, go ahead and take Sandman's advance and use your grenade launcher. This area has a lot of cover, so it's pretty useful. Aim shots to the left of the pillars and statues (so the explosion goes off behind them) to clear out the first wave. Once you're out of grenades, move up to the hot dog cart and clear out the rest.
Note: This is the last time that the grenade launcher is very useful. Feel free to trade it out for a backup gun from any of the dead soldiers around you.
Move up and take cover by the pillars to fire on the soldiers guarding the Wall Street entrance. You should be able to pick them off fairly easily. When their humvee starts firing at you, just wait for the gunner to fire a burst, then pop out during the break and put a few rounds into him.
Move up the right side by the destroyed vehicles to flank most of the remaining soldiers at the entrance. Your team should move up and secure it.