The second training level is really easy.
In the first half, watch the cop enter the room and then jump down. Walk over to the exit of the room the cop just entered (should be right in front of you) and stand to the side. When the cop opens the door, melee him to knock him out. Now walk over to the double doors which are the level exit.
In the second half, equip the shock bullets and zap the terrorist in front of you. Then make a couple of lefts until you see the second one walking around the hostage. Zap him, too (er, the terrorist, not the hostage). Now untie the girl and you are done.