You just walk to the parachute and you should pick it up, unless you have an item like it, then you need to press L1. Or maybe you have a spare parachute you didn't know you had. Cycle through you weapons and have a look. As for the toy plane, is that the mission you do for Zero? If so, keep trying! It annoyed me too, but practise makes perfect - there is no strategy for this mission.
