Looting for Lanterns is the first mission in the Collection Category in the Bonus Mission section of Side Scroll.
As part of your NPA training, you must try to secretly take 10 lanterns from all over the local area. The faster and secretly you do it, the better. Now go impress the NPA, show 'em what you're made of!
You spawn in the market square and routes out of the market area have been closed off. You must then go around the shops and stalls, and collect as many lanterns as you can. Chi Wen, Klo Wen, Helen Gray along with various Unnamed Market Stall Holders will have a set course they that walk around in. You must avoid taking a lantern when they are looking at you if you wish not to get busted. If you do get seen, you must run off and lose the stall holder. (Note that you don't have to worry about the various shoppers walking around as they pay no attention to your stealing)