Niko can throw both the Molotov and the grenade out of any vehicle while he is driving.  While in a vehicle, cycle to your grenades by pressing square.  Once you have the grenades/Molotovs selected hold L1 to prime the grenade, and release L1 to throw the grenade out of driver side window.

Once again, if you hold the grenade too long – it explodes and Niko dies.

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