Rescuing Private Lanier of Eagle Squad is really simple. He is the lone marine you find on the "Zombie" level, the level where you fight Voss at the end of it. You will find him halfway through the map, and afterwards all you have to do is just help him survive. Easiest way is to run ahead and Railgun Snipe every unit for the next couple of rooms you go into. Lanier has a bad habit of staying behind and the zombie's or the Grenade Launchers get him, so try to hurry it up, taking too long means more zombies, which you don't want to happen! Easily done on Private.