See you will have four ropes in the four coeners of the building. One of the rops will be automatically broken. Shoor at the base of two ropes and then use rocket launcher and shoot on the piller in the middle of the roof.
Note: There is a bug in the gam. In last level when you climb the stairs some times the game gets stuck there in a mivie showinf Max Payne shooting continuousle. If that is the case patch the game.