Part 1:
The thermal drill is found in the parking lot where you can find the bank manager smokin' weed on his breaks. Use the WASD keys to walk into the parking lot. If you cant figure out where the WASD keys are on the keyboard, then I have some bad news for you...

Part 2:
Once inside the parking lot, look for a van that has an orange duffel bag in it.

Part 1:
You have to take the necessary precautions before grabbing the bag, other wise the alarm will go off, so pay attention to this part. In order to scare the thermal drill in to submission you must have an unsuppressed weapon, and shoot the bag with that weapon. If you have a suppressed weapon then when you take the bag the alarm will go off.

Part 2:
Now that you've scared the thermal drill into doing what you want, you need to actually pick up the bag. To pick up the bag, you need to have the Payday 2 DLC that allows you to have grenades. If you have this DLC then you are in luck! Simply press "3" on your keyboard to pick it up.

Part 1:
You would have noticed that Bain hasn't stopped telling us about the thermal drill yet. He now say that we have to take it to the vault. To do this you need to get inside the bank.

Part 2:
To get into the bank, you approach an entrance to the building, and press "3" again to open the door. Once the door is opened then we need to place it at the vault door

Part 3:
To find the vault door, simply let a cloaker into the bank and he should direct you to the vault, as all helpful people who abide or enforce the law are expected to do.

Part 4: Since you know where the vault is, press these buttons in the exact order that is shown here: t,l,o,l,g,a,y,f,a,g,s,y,o,u,s,u,c,k, and then press enter. The door should have magically opened now, and you can start talking the money!

I hope that this was a helpful guide, and if you know any friends who have just recently bought Payday 2, let them know about this guide, so no one else will suffer from Bain telling us to get the thermal drill. Let me now about what you guys think about this guide. (:

PS: This is my first guide, and it would be awesome if you could thumbs it up! Thanks in advance :D
PPS: Tell me how this worked out for you in the comments, I'd love to know (: