i beat it on veteran (on the xbox) by hiding like a little girl in the ticket booth near the bumper car thing. just go prone and throw out any grenades that make it in. took me a couple of tries because occasionally a nade would explode just as it lands inside, but eventually i got it.
if you think thats tough....just wait till you get to the level "heat" and ultimately "no fighting in the war room"...now those are tough (on veteran that is)...
once you beat the game you unlock the "mile high club" mission...thats when the real fun begins.
