Set your waypoint for MacDougall's house in Blackwater and then pitch up camp where you finished the second agent mission before teleporting right in front of his office. Run up to that familiar yellow cross to start this mission.
Follow McDougall and his native guide Nastas on horse until you reach the snowy peaks of the mountains. When you get off your horses, follow Nastas and get a foot up onto the upper ledge. Now when you regain control, climb up the rocks and then press yourself up against the ledge.
Jump up and John will grab the ledge, so shimmy across by pressing left and drop off at the other side. Climb up the next ledge and meet up with Nastas by the wooden cabin (which also houses a crate stuffed with 6 sticks of dynamite).
Follow Nastas into the mine and once the explosives are planted run to the exit before it blows. Kill the three guards outside (two of which are to your left), run down the hill and towards the yellow dot and start climbing the cliff.
Watch out for the grizzly bear that's a few yards away (that's also blocking your path up). Let it chase after you, run around it and then climb up the cliff edge behind it quickly! Otherwise it can - very easily - kill you!
When you reach the top; watch out for the cougar near the corpse (so have your rifle at the ready). Now carefully climb up to the top, crouch and switch to your throwing knives. Now get close to the scout and hit him with a knife or two and grab his binoculars. The cut-scene will signal the end of this mission.