Ha-ha-ha-ha-ha-ha-ha-ha-ha-ha! OK, I'll cut it out.
There are three times that you gain control during the many cutscenes that make up the Invasion mission. The first time you get to play in the mission, you've been dropped off in a town. All you have to do is wait patiently for a bus to arrive. You might want to expedite its arrival by hitting the time acceleration key ("=") twice. When the bus comes, just approach the door and use the ACTION MENU to board. Enjoy the ride.
Eventually, after several radio broadcasts and some shmoozing between the passengers and the driver, you'll arrive in another town, where your player's office is located. When you depart from the bus, cross the street and keep heading down towards the plaza at the end of the street with the statue. Approach the building at the end of the plaza. This should trigger the next cutscene.
While you're in the office, the Soviets will start their little invasion. You'll need to escape. Run down the stairs and go out the back of the building. You'll see Russian troops. Don't worry. Just make a left and head straight north out of town. Eventually the next cutscene will be triggered.
There! Don't you feel silly now asking me?!