It is better to play it safe and approach it from a distance, especially in missions that are this hard. When GTA 3 players get close to the dam, the guards will shoot and destroy players' vehicles in a matter of seconds. These are the most powerful assault rifles in GTA 3, with a crazy spray of bullets. Most of these guards are armed with M-16 machine guns. Along the way, players must fight their way through dozens of heavily armed men at the roadside entrance.
Players must chase Catalina to the dam, all the way up to her and Maria up on the helipad. GTA 3 players must escape a torrade of bullets from all the guards at the mansion location before chasing down Catalina to the Liberty City Dam.
Unsurprisingly, Catalina betrays Claude, and a chase ensues. 'The Exchange' is the final mission in GTA 3.