Esq, you can't go out the WINDOW, or he dies.
I find the most easy was is to hide in the secret closet (Use the code behind the painting , password's 4321, and close it again until everything's silent), and let Paul kill the MiB and UNATCO troopers because he's invunerable to guns/explosions etc . HOWEVER, you will have to face the guys near the door to get out, and Paul mysteriously disappears when the guys in the main room are taken care of, so don't expect any help getting out ........
Once outside, shoot the two guys, and use your GEP Gun on the patrolling robot (You didn't kept it didn't you ?
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, just thow an EMP or LAM at it to disable/destroy it), and then go to the subway. By now, UNATCO troopers should be closing in, so shut the gate behind you and run down the stairs. By this time, Jock should tell you that UNATCO troopers are closing in on him, and he has to leave battery park. Enter the subway train .......
Now you'll find Paul in Hong Kong (In Tracer Tong's Compund), after you destroy the Universal Constructer. You'll also see him speak to you in Area 51, about Helios and so on .You don't get much for saving him (A few more conversations), but it's worth it for the story about Helios in Hong Kong ........