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You'll receive this quest while doing the
Explosive Beginning,
The Ghost Haunts at Midnight, and the
Spiritual Release quests (all three of these quests are linked). Once you've finished speaking to Jeanette (and agreed or disagreed to destroy the paintings), leave The Asylum and head back to Main Street. The Gallery Noir is directly across from Mercurio's pad. If you refused to destroy the paintings for Jeanette, then there will be two cop cars and a handful of police officers outside. Talking with the lead officer determines that the crime still happened, even if it wasn't by your hand. Otherwise, if you decided to slash the paintings yourself, read on.
Although you can technically pick the lock to the gallery's front door, it's not exactly feasible this early in the game since a skill of 10+ is required. Instead, you'll want to make your way to the back door. This can be done one of two ways - through the fence in the parking ramp or through the police officer standing on the side of the building. You'll need a decent amount of strength for the first method and a quick tongue (or a willingness to lose a point of Humanity) for the second method. Or, if you want to pursue a stealthy option, sneak behind Chunk as he walks down the alley. Once he reaches the end, feed on him without killing him (thus some extra blood and no humanity loss), thereby stunning him long enough to enter the Gallery Noir. However you decide, you'll find that the back door is locked, but only requires a lockpick skill of 1 to surpass it.
Using the
Knife that Jeanette gave you, slash the paintings in the following order: Caine Slays Abel, Caine Cursed By God, Caine Meets Lilith, and then Caine Spurns Lilith. As soon as all four paintings are damaged, a Blood Guardian will materialize at the center of the room and you'll be forced to do battle with it. The Knife turns out to be a decent weapon for this purpose, but use whichever weapon you'd like. Once the guardian falls, you'll receive three points of Experience. Grab the $250 in the charity box if you're willing to sacrifice a point of Humanity and return to The Asylum. If you previously feasted on Chunk's blood in the back of the building, be sure to exit the Gallery Noir via the front door or there's a high chance of being caught by a member of Santa Monica's finest, thus lumping you with a criminal violation.
If your character is a Malkavian... you can use Dementation in your conversation with the security guard at the front of the Gallery Noir, which will get you the key to the back door.
If your character is a Venture... you can use Dominate in your conversation with the security guard to make him open the front door to the Gallery Noir for you (and then send him to The Asylum to "shake his booty").