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Well my brother was the one that did it. You can go to gamefaqs.com etc... well he just grind+jump+grind+jump as theres no other way up.
But at the end when you escape dont rescue all the dogs just skim thru them as they just give you time. The last one was to easy for my case. Funny game though.
The big rocket with the grindable wire? Just hop off your board, jump at the wire and press R1 to grab hold. Then climb across to the rocket and grind back down again.
Thug 2 is amazin, specially if your a skateboarder... like me :). except its too short because ov the stupid assed classic mode on it. and yeah jump off your board and shimmy up to it.