Meet Wu Zi Mu at The Four Dragons Casino. After consulting the maps made from the Caligula's Palace blueprints, and learning that Zero has provided a security card reader, the next step discussed is to acquire a security card. An inside contact is needed, so after the opening scene, Carl finds himself on The Strip, outside the Four Dragons Casino.
The Sex Shop
Head to Caligula's Palace, just up The Strip. A red destination icon is just outside the casino's main doors. Here, Millie Perkins is seen leaving the building, bidding a security guard a good night. She gets into her car (invariably a pink Club) and proceeds away from the casino. Follow her, but keep your distance; a Spook-O-Meter appears to show if she is being followed too closely. Millie drives north on The Strip, around the Old Venturas Strip, then back onto The Strip, stopping at Sex Shop XXX on the west side of the street, in the Redsands East district.
At the sex shop, CJ is prompted to follow her inside. Park anywhere and enter the shop. Once inside, Millie is found trying on clothes at the back of the building. At this point she leaves, and CJ is prompted to put on the gimp suit. Once appropriately dressed, follow Millie outside; a Windsor spawns in a parking spot directly ahead, enabling quick access to a fast vehicle, which is needed because Millie will be driving away immediately. Continue following her as she progresses north through Redsands East, and up into Prickle Pine. Here, she stops at her house, at which point CJ is prompted to park across the street (in a red destination icon).
A "gift" for Millie
Very soon afterward, Benny approaches Millie's house. Kill him and steal the Dildo he is carrying. Posing as the gimp, head to Millie's door, and enter her house. You and she will engage in sexual foreplay of the BDSM variety, and a cutscene portrays CJ and Millie engaging in sexual intercourse. Afterward, Millie becomes CJ's girlfriend, and the mission is officially passed.
Obtaining the security card
After successfully gaining Millie as a girlfriend, access to her security card must still be acquired to continue in the Caligula's path. There are two ways to achieve this; either by dating her enough to raise the "Progress with Millie" stat to at least 33%, or by killing Millie on the first date. The next mission in the Caligula's path, Dam and Blast, is unlocked after completing the above tasks, and can be performed before continuing to the next part of this mission.
Although the mission Key to Her Heart has technically been completed after the above events, Millie must still be taken out on enough dates for the "Progress with Millie" stat to reach 33%, at which time she will volunteer the security card. She returns home from work at 12:00, though she may not arrive if CJ waits in front of her house. Her Club will appear, as will a small red destination icon, indicating her presence at her house. Park a vehicle in the red icon and take her out on dates. After 3 successful dates, she will call you to let you know she has left the security card in her bedroom, asking for reassurances that she will share in the profits from the heist. After this call, Millie's house becomes independently accessible for the second of only two times during the game. Enter her house, and take the key card, which will be rotating directly in front of you. Once you have the security card, you are poised to continue with the heist.
Millie may also be killed on the first date to acquire the security card. Wait a while after killing her, and CJ will receive a call suggesting he retrieve the security card from Millie's house. After this call, Millie's house becomes independently accessible for the second of only two times during the game. Enter her house, and take the key card, which will be rotating directly in front of you. Once you have the security card, you are poised to continue with the heist.
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