I don't know what happened (some sort of bug), but I remmember finding the part you were talking about really difficult... before I decided to upgrade my bozon dart and always use it. Then I made it in seconds. An advice: upgrade the bozon dart and learn how to use it quickly. You will need it often in the games, when there are big groups of ennemies.
EDIT: Oh, I understand what you missed. You missed a video where the mayor is saying that he is hiring someone to watch the Ghostbusters so they don't make too much mayhem. They tell that guy that they will go to the museum to investigate, but then they hear on the radio that there is a ghost problem at the library: it's the Grey Lady, that they never managed to caught! They go there, and... this is where you are now.
I think there is an option to re-watch videos you saw (or were supposed to see, I your case...)