Have you actually got out of the main building?
If not, you will need to find the correct route. Certain routes will
trip alarms, others will not. You also need to make sure no guards see
you.
There is a tricky bit near the exit where you have to walk around a
square with a couple of guards, just take it slow and you will be
fine.
Once you get outside, do not simply head for the little guard hut with
the boat - you will certainly die. Instead, walk carefully around the
edge of the building and around the back.
Somewhere, I forget where since it's a while since I played, there is
a room with a cache of weapons for you to collect. Once you have
those, you can blast your way through the guard hut to get out. Be
careful, since they use shotguns and can kill you in one hit.
Once you get in the boat, even if no alarms had been tripped before,
there will be a lot of police after you. You need to reach the other
side of the water, get out then find a car to get to a hideout. Try to
find a tough car if you can, since lots of police will be trying to
ram you.
Good luck!
