Okay, settle down before you hurt yourself.
It's really quite simple.
Remember the black van you used to steal from the colonel? You need that kind of van to start the house-breaking missions. I have seen a couple driving around but they are nigh on impossible to find that way. There is a location in each city where they usually always are. I'll assume you have the map that came with the game and use that to direct you.
In Los Santos there is one parked across the road from the gym near CJ's house. It's inbetween two rows of houses and quite hard to miss.
In San Fiero it's inside a fenced compound (A bank I believe) in the South-western part of the city. It's just North of Queens and just right of the 'N' in San Fierro.
In Las Venturas it's in the South-eastern part of the city. On the map there's a place called 'Pilgrim'. It's in between two buildings just South of there. On the map it's where the second 'S' is in the name Las Venturas.
Hope you find them, good luck!