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1 - SALIERI
Heironymous' brother is near the starting point. He has a package for you to deliver and will trade with you. Don't deliver the package before you finish the gladiator tournament, though, because Heironymous will be dead afterwards. When you have delivered the package, you get a 10% discount from Salieri. By this point in the game, ammo will start to become scarce, so don't let the warm and fuzzy feelings you have for Heironymous prevent you from carrying out this mission.
2 - JAIL BREAK
Head north from Salieri and you will eventually hear some human prisoners ask you to free them. Kill the ghoul guards and loot their prison key. You get 25 xp for each prisoner you free. One of the guards will also have a gate key.
3 - GATE
The southern gave is inoperable, so use the gate key to open the northern gate. Head north, but keep to the west side to save a couple of prisoners who have made their own break.
4 - MORE PRISONERS
There's another cell block to the west, but you need to get a new key. At the far west of this alley is a box that contains some more junk. You actually get the key for these cells (and to the northern gate) in the area to the east.
5 - TO TORTURE CHAMBER
Continuing north, you'll eventually reach the exit. It leads to the cheery sounding Docks Torture Chamber.
6 - GOOD LOOT
After Rhombus dies, head north to get some good loot, including twin sub-machine guns (worth 2500 caps, even if you can't use them. There is also loot to be found down the west and east side streets. Head south to the save point after you've gotten everything.
7 - SUICIDE IS PAINLESS
Heading west, you'll continue to be plagued by ghoul-bombs. Contiune west, and eventually, you'll get back to Salieri. If you're low on ammo, don't forget to stock up, because new enemies have spawned in the area between him and the bridge while you were gone. You can head back to the bridge from here, or go to the Vault Tech warehouse right away.