Go to Nero's altar above Easy Street and interact with an open book on the ground near the bookshelf. It should then start floating into the air.
A flag should appear in the Subway Station. You will need to carry this flag around the map and place it in set locations that appear to be sparking from the ground. There are two sparking locations leading to each ritual location. When the flag is in play, Insanity Elementals (Meatballs) and Parasites will spawn infinitely. Your goal is to place the flag down at a sparking location near the entrance to each area, protect the flag from Meatballs, and then once it is glowing red you can grab a max ammo and move to the next location in that area, moving towards the altar. After a second defense, you will place the flag at the altar. You will do this four times, once for each ritual location.
Use the Civil Protector and Apothican Servant liberally as the Meatballs move fast. The Parasites will only attack you, and the Shadowman will appear, but actually does nothing to the flag so do not worry about him.