Just stay focused and don't panic in these situations.

Okay, that kind of helps in an odd sort of way.

Depends,

In Max Payne 2 I let the Russian dude go ahead of me and usually cleans up pretty nice.

In Manhunt tho u have to escort a bum who has no weapons, so I would sit him somewhere quiet, go kill everyone, come back for him, and keep doing that.

Best advice is if the person ur escorting has a weapon, it shouldn't be hard if u both are firing at the same time. If no weapon is the be had, see where the firepower is coming from that is aimed at that person. Take out the ppl shooting at the escort first.