In the mission "Numbers", after the cutscene, shoot at the Nova 6 cans at the right back and the the front left, and after that the front right (you can either shoot or throw bombs at the containers).

If you've done it right go to the back of the room behind that wooden wall and you will see a casette player with a cassette in it.

Hold X even if it's not saying to hold X. The cassette will be gone because you have taken it.

Go on with the mission until your two friends push away the fridge.

Then go to the left of the room and you will see a cassetteplayer, but with no cassette.

Hold X to put the one you took in, again you won't be ask to hold X.

After some weird music a Thundergun will appear out of the wall.

Hold X to grab the gun.

Check this link for a video of this glitch youtube.com/watch?v=BlUJq-fKIBs