You might want to search instead of starting a new topic, but I'll humor you...
Look around the place where you start a level. There should be a big neon sign attached to a wall that says: Jesus Saves. It costs $50k ($50,000) to save there.
If you can't find it while in the city, use the map that comes with the registered copy of the game or hijack a TV Van. The sattelite on top of a TV Van always points to Jesus Saves (though it may not look like a sattelite at first...).