Upon delivery of the DJ equipment you will complete the Palms Trax quest-line. When you reach the building head to the northside and enter the Music Locker through the entrance there. With the bag collected jump into your car and make your way back to the Diamond Casino & Resort. Once the thieves are defeated you will see a backpack on the ground where one of them was killed. There is a second enemy you will want to eliminate at the store as well. The thief will attempt to run away so shoot him as soon as you pull up. When you reach the location you will need to kill the thief there so he drops the DJ equipment.
Once you accept the mission from Tom you will be prompted to head to the Pirate Music store. The second Palms Trax mission is fairly straightforward to complete.