I'm in the Sierra Madre Casino and it says get to the electrical closet to restore power to the casino, but the Quest's arrow says to go to the Cantina Madrid place, which is locked also. So what do I do know?
(Those holograms are annoying though)
The quest is called "Put the Beast Down"
Ah man, sorry, I got a PS3 also.
Oh wait. I got an Xbox 360 too, silly me. Just playin'. I'm not able to give exact advice but this should all be close.
Seriously though, what ya gotta do is move the guards around using the terminals. One is right when you enter the lobby. Get them out of the way so you can get upstairs by the cashier area (there'll be a fridge and a sink by the door you need to go through), then rush past that door and the nearby T section where there's another holo guard. Don't linger where he can see you. Go upstairs again to the first office; there'll be an annoying beeping sound. Get to a safe spot, then run to the very far end room, turn around and there'll be a radio by the door. Interact with it to shut off the kill signal. Go back and mess with both computers in the room right before. Distract the guard away from that T-section where you were at,then go down to the room where he was at; to be exact, he should now be standing with his back to you facing the cashier's area by the fridge. Redirect the guards using that computer in that room. Now dash downstairs past the guard marching around the first floor and run across the casino floor to the far side, there'll be a short hall leading to the electrical room. Go in there and hit the switch and the guards will go away.