Part 1 can be found here. Information from Part 1 is not required to solve this puzzle.
Having identified where El Gato intends to strike next, you charter one of the Bureau's jets and fly off to Chicago, along with two of your fellow agents. Upon landing, your first agenda is to check in at police headquarters, to inform them of the situation and enlist their assistance in stopping whatever El Gato has planned.
"El Gato, eh?" said the superintendent, once you've finished your explanation. "You know, this might actually have something to do with a strange fax we received a couple of hours ago. We were gonna dismiss it as a prank, but if El Gato sent it... hang on, where did I put it..."
The superintendent shuffles some papers around on his desk for a moment and then retrieves a fax similar to the one you had received at the bureau. There is no signature, but upon reading it, you're immediately certain it's the next part of El Gato's game:
EENIE MEENIE MINEY MO
TO WHICH EXHIBIT SHALL I GO
#40 SHINES THE LIGHT
BUT DO BE QUICK, I STRIKE TONIGHT
"I have no idea what he means by '#40'," says the baffled superintendent, "or what all those numbers mean..." You, however, have already sat down and pulled out a pen, ready to crack the code...
Whereabouts in Chicago is El Gato planning to rob?
THINK SEQUENTIALLY, DETECTIVE
You're looking for a set of co-ordinates that point to a specific location in Chicago.