Starting from the guard go left towards the barnum and his camera finish up the pictures then near barnum there is a small alley, walk down until you see the movie with the boy and the dog. beat the boy and walk a little further and on i think your right side there is a piece of paper on the ground. then pick it up and continue through. once you see pete and how he wants you to retrieve his bottle get it and give it to him or the lady depending if you want to have a good or evil start.
then they will hand you a warrant that was in the alcohol bottle. then near those two you will see the dog for the second time and a piece of paper is laying in front of him theres another warrant. the final two are in the same area as the dog dont go down that stairway and dont go back towards the guard until you find all 3 peices laying on the ground near pete. by that point you should have 3 gold then you can kill the beetles/smash stock and deliver montys letter. but there thats as specific as i could get but those are the general locations.