At the start of this mission you'll encounter the black market merchant for the first time, and its suggested that you sell your grenades (unless you use them or your on Brutal difficulty, where they come in handy) and unwanted upgrades. Personally I don't use the Extended Clip, Quick Reload, Stopping Power, or Double Shot upgrades, and they sell for 2500 a piece. I would suggest buying the Tekna Burst and upgrading it with an Accuracy, but save your money and other upgrades for the better weapons later on. You'll encounter the first Jackal this chapter, and it can't be hijacked so you'll have to destroy it with the RPGs. Grab the launcher and hide behind the crate, using the cornering technique to lock on and jumping out to quickly fire the shot. Use the glaive to grab extra rockets from around the area, and just keep shooting till its dead.
You'll also fight the Colossus for the last time at the end of this mission. It will climb up on the walls, and you have to pick up the fire from the burning rubble with your glaive to get it to fall down. Run up to it and hit the B button and then mash whatever button it tells you to. You'll have to do this three times, then it will rampage around the church charging at you and throwing things. Just shoot at it and light it on fire with your glaive and it will die in no time.
(The video belongs to BonersGames)
(FYI i used http://www.xbox360achievements.org/game/dark-sector/guide/
credit belongs to wickeddark)