Go to Rico Harbor, chapter one. Now go to the ship right ahead of you on the left side. You should see some grates to climb, going vertically and horizontally. Go a little bit away from it, then jump and hover while going forward. The grate that you want to aim for is the one going horizontally. Go forward, and you should be IN the grate. It is also possible to grab onto the red supporter connecting the ship and the grate.
Submitted by: Thor