In , you can live out your fantasies by collecting a series of Golden Balls in exchange for a wish. This substory begins automatically, after Majima leaves Revolve Bar at the beginning of Chapter Three.
You'll be railroaded into taking a certain path down the street outside the bar, which will lead you directly to Captain Beef.
Having recently joined your pirate crew, he'll explain that he has a goal of his own: to find seven legendary Golden Balls strewn about the streets of Honolulu.
If he finds them, Captain Beef says, and if Majima's willing to help him, they'll be granted a wish by someone named Shen. Thus begins the aptly-named substory "." Shortly thereafter, Shen himself sends Majima a text with a list of hints.
They're pretty clear on the general area of the balls, but each one is either hidden in a highly specific location, or requires completion of a totally separate task.