In Dead Rising 2 for the PS3, Xbox 360, and PC, the Psychopath Leon can be a little tough to kill because he’s riding a Slicecycle, and you won’t have access to the Slicecycle yet. He will hand you the keys to a Motorcycle though which will make collecting a few necessary items a bit easier.
After the cutscene with Leon, he will drive off to Fortune Park. Get on the Motorcycle and head to Rockets Red Glare fireworks stand. It’s at N108 on the Silver Strip if you’re looking at the map. It’s in the middle on the way to Yucatan Casino. Grab some rocket fireworks from here.
Next, look to your south on the map and you’ll see a small alley with a maintenance room. Here you should find a lead pipe. Combine the rocket fireworks with the lead pipe to create the Rocket Launcher.
Now head to Fortune Park. You can’t take the bike back because getting on will make you drop the Rocket Launcher, but it’s not a very far walk. You can save your game in the center area of Fortune Park, so I would suggest doing that first just in case.
Spam Leon with the rocket launcher and he will eventually die. It’s not very accurate, so you have to be somewhat close to hit him. What I did was wait for him in the center area. When he’s close to this area, he just drives through over and over, so you can wait for him to turn around at one end and blast him as much as you can while he does. You might have to take a few hits in the process, so hopefully you brought some food or a beer hat.
Once you beat him, you’ll gain access to the Slicecycle.