I get to the part where I need to protect the sandman but he always gets killed, it say use the missile launcher but it doesn't lock on to the targets.
One strategy that works on many missions is to call up a tough vehicle before you go to see him...so you can use it to confine him.
Arm a missile launcher and the saw (but neither readied so you can sprint faster). Park ALONG the front steps and go up and talk to him. After the cutscene, he will attempt to run down these steps...beat him out the door, get in your vehicle, and drive forward to block the steps to trap him up there. Quickly eliminate the immediate threats with the saw...there will be a few guys up on the rooftop and a couple on the ground (approaching from the cliffside). Do this quickly, as choppers will begin to approach with reinforcements. As soon as they do (and you are not in immediate danger), switch weapons and fire a volley of rockets at them...and saw down any remaining forces (be ready against stealth attackers approaching from the cliffside or main road). After you've downed a couple of choppers, a jeep or two will approach from the road. Blow them away with a rocket before they even get near the buildings. Wipe out any additional choppers that approach ASAFP...watching out for any footsoldiers that try to get near the steps. You only need to protect the area for a few minutes...and it's pretty easy if you don't allow soldiers to disembark from their vehicles and the Sandman isn't wandering around vulnerable. Do NOT fire any rockets at choppers directly overhead...they fly low enough so that the concussion will knock you down as well.