After finishing the Foreman Jones job, talk to Redstone to start this one. Then head to the Management Office at the other side of the upstairs area and enter the Gearhead Vault. Right as you walk in, the thing at the top of the stairs is a mine, so be careful. Near the end of this section is an extra large enemy so be careful. The next section is pretty straight forward. When you get to an area with a fire door, head upstairs, turn off the fire valve, and down the elevator. Continue pushing on, you'll fight another big dude.
When you get to some offices you'll get trapped in with fire against two big dudes. When you get to the vault take the broken power cell and you'll get the Vault Assault achievement. A flamethrower dude will then attack you. Head past the propeller and the door will close on you and a mini-gun enemy will come after you. He is dumb enough to run through the blades.
Continue through the hole blown in the wall and there are going to be several more rocket and flame enemies on the way out. After you get out, return to Redstone to complete the job. Talk to him again to start The Price of Power job.
Collector Card: Advanced Sentry - After you kill the large guy head up the ramp and it's in a car to your right.
Collector Card: Gearhead Shotgun - After you turn off the fire door, go in the next area, it's to the far right on a ledge.
Collector Card: Gearhead Jet - On your way out through the hole that gets blown in the propeller room, its to the left behind the counter.