When you get to the part that where hear "The Flesh Of Fallen Angels", go into the room where you have to fight all of the henchman, but do not go into the circle. Run around the edges behind the curtain and pick up all the ammo and painkillers. You can go to the parts that are not covered by the curtains but do not go anywhere near the circle in the center of the room until you are ready to fight.
During the part of the "The Flesh of Fallen Angels" when you have to defeat all the henchmen, use your sawed off shotgun. Run around the wooden stairs on the side, and hide there. The henchmen will go there, and you can pop out and shoot two of them without reloading. After defeating all of the ground henchmen, run around to the other side of the stairs but take the long way around because the henchmen on top have one moltov cocktail. Let them throw it at you. If you are running, your chances of getting hit by it are very slim. Be careful, as each one of the top henchmen have one moltov cocktail. If you just stand there you will die; move around to avoid this.