If level 6is the one where the Bat symbol is out on the water, then it IS pretty confusing as you don't go out on the water.
You need to find a vehicle and then there's this big armored truck with a yellow light glowing around it that's circling a block. You can see it if you're in that area. You just need to get a vehicle and chase the truck and then a cutscene will pop up and the mission will start.
PSN: Mr_APeezy For my 26th Birthday ---> http://www.youtube.com/watch?v=Ags3eKFjm5A