Escort Sig in Underport was a mission in Jak II. Krew betrayed Sig by having him open the underground gates, letting Metal Heads into Haven City. When Jak found him they decided to escape the Underport together.
First you'll start with a simple puzzle where you have to hit the cubes into the square slots on the floor. You'll have to do all of them within a short time before they reset however. Right after this you'll enter a corridor and a cutscene starts, showing a massive metal-pede breaking through the wall. A slightly different camera angle doesn't change this bit much; just run forward across several platforming obstacles.
Safe again in the next room with another block puzzle, hit it a couple times so it aligns with the slot, then jump back to where Sig is standing and shoot it from there. The next room has a slightly harder puzzle while Sig will be busy holding off grunts. Don't take your time though as Sig will eventually lose enough health and die, causing the mission to fail.
The same metal-pede again with the last platforming run for this mission. You'll have to make it across and past several moving platforms and electric obstacles while following Sig until he leads you to safety and another cutscene, where after you can exit the Underport.