On the level "Manoir Moucharder", where you must rescue the Gentleman, you will notice he has a piano in the main room on the first floor of his house. One of your three players must be the Cleaner for this (you +2 online, or you and 2 controllers offline). Head inside the house however you want, knock out the guards. If you really use brute force, you'll probably want the Redhead as well, but you'll at least need the Cleaner to sit on top of the guy playing piano to keep him asleep. Once you're all in the piano room, gather around it so you can all push toward it to play it (one person at the keys, one above the piano and one below). You can also get this on "Casino de Monte Carlo" by using a more explosive method to clear the area first (it's in the VIP Poker room).
The song takes a full minute to complete, so don't give up if it doesn't pop immediately.