To start an Illegal Immigrant Transport Mission you have to be an innocent civilian. Each city has its own mission checkpoint listed below. In 12 game hours you will have to pick up the illegal immigrants on a location outside of the main city and then return them to the current city. If you can evade police during the course of the mission you will not gain a wanted level during the mission itself so evading cops could be your key to success. Remember, Police Officers have a reduced visibility radius at night. On completion of the mission you will gain a wanted level for transporting illigal immigrants.