Complete the second mission on any difficulty. The boss of this mission is a VS. This VS will jump into the air and shoot you with rockets. First, you want to take out the two other VS's. Use a rocket launcher and/or a VS. Don't worry about the foot soldiers. Only kill them if they get in your way. They don't do much damage.
If you're playing on Extreme difficulty, you have no VS. Pick up the mega-shotgun that is by the far door (The one opposite of where you came from.) It will be to the right of the door. Kill the two VS's with it. Then, you will have to fight the boss. Use rockets and the shotgun if you still have rounds left. This boss can be a pain on Extreme difficulty as can everything else in the game.