1. 沼地:素材ツアー
Send the ticket from the blue supply box to the red supply box.
2. 森丘:素材ツアー
Send the ticket from the blue supply box to the red supply box.
3. 火山:素材ツアー
Send the ticket from the blue supply box to the red supply box.
4. 激突!雪獅子ドドブランゴ
This is the emergency quest in the Guild ★★★ Quests.
5. 洞窟に潜む影
Kill or capture フルフル (Furu Furu) at night in the swamp.
6. 雪山に降り立つ赤い影
Kill or capture the red フルフル (Furu Furu) in the snow mountains.
7. ブランゴ狩猟作戦
Kill 20 ブランゴ (Brangos) in the snow mountains. Look out for the ドドブランゴ (Snow Lion).
8. 地中の大食漢
Deliver 5 フルフルベビー (Furu Furu Babies) to the red supply box. Check out Quest #4 in Village ★★★ Quests for the location and delivering tips.
9. 巨大湖の主
Kill or capture ガノトトス (Ganototos) in the jungle.
10. 桃毛獣たちの大集会
Kill 20 コンガ (Konga) in the jungle. Look out for the ババコンガ (Baba Konga).
11. 密林を覆う黒雲
Kill 50 カンタロス (Kantaros) in the jungle, they are those insects on the ground but attack when they are close enough to you. Their items are useful, so Sword and Shield with poison effects are effective and won't destroy them totally. ダイミョウザザミ (Daimyou Zazami) is in the map as well.
12. 水面下の恐怖
Kill or capture ガノトトス (Ganototos) again, this time it's a stronger version and it's in the desert.
13. 盾蟹たちの夜会
Kill 20 ヤオザミ (Yaozami) at night in the desert, so bring those hot drinks. ダイミョウザザミ (Daimyou Zazami) is in the map as well.
14. 紫色の毒怪鳥
Kill or capture the poisonous ゲリョス at the swamp map, this purple color version is much stronger than normal.
15. 空を切り裂く鎌
Kill or capture ショウグンギザミ (Shougun Gizami) at the swamp.
16. 毒怪鳥ゲリョスを追え!
Kill or capture the poisonous ゲリョス at the swamp map.
17. 森の中の異変
Kill 20 ブルファンゴ, those annoying wild pigs in the forest and hills map. イァンクック (Yian Kut-ku) is in the map as well.
18. 奇面族を探し出せ!
Kill 10 チャチャブー (Chachabu) in the forest and hills map. They are those little creatures that disguise as a large mushroom throughout the map. The green イァンクック (Yian Kut-ku) is here as well.
19. イーオスたちの親玉
Kill or capture the ドスイーオス (Dosui-osu) at the volcano map.
20. 炎の山の大将軍
Kill or capture ショウグンギザミ (Shougun Gizami) at the volcano map.
21. 見えざる飛竜、バサルモス!
Kill or capture バサルモス (Basarumos) at the volcano map.
22. ガミザミの群れを掃討せよ!
Kill 20 ガミザミ (Gamizami), those little crabs found throughout the volcano.
23. 大鉱脈、発見さる!
Mine 20 燃石炭 (Coal) at the volcano. So bring more pickaxe with you. A ショウグンギザミ (Shougun Gizami) is in the map as well.
24. 巨大龍の侵攻
This mission will be unlocked once you cleared Guild ★★★ Quests and Guild ★★★★ Quests. Lao Shan Lung (ラオシャンロン) awaits you and your partners in the fortress.
Lao Shan Lung can be literally translated as Old Mountain Dragon, and mountain actually refers to the size of the monster, which is the biggest in any Monster Hunter game. But with a couple of friends around, this is not impossible. In fact it's quite straight forward to fight Lao compare to those nasty monsters found in the later part of Village Quests.

Preparation is the key here, as always but even more so for Lao. For weapons, I am using Great Sword with the dragon element (fire is the second best element against Lao) and same goes for the armors, make sure the dragon (龍) protection is not too low and it should be fine.
For the items to bring, the normal health items are a must. Bombs, especially those with "G" are crucial to make sure you can repel Lao in time. So bring the items that combine to make these bombs as well (火薬草, 小タル, ハレツアロワナ, 大タル, 爆薬, カクサンデメキン) and just to make you won't waste these precious items, bring along the combination books. Though I actually left this one out, モドリ玉 (Farcaster, made by combining 素材玉 and ドキドキノコ) can teleport you back to the room if you are too far away from the door and Lao's tail is killing you. Don't forget that 砥石 (whetstone) as well.
There are lots of better and more helpful strategy guides for Lao Shan Lung, Halo Master's guide for the PlayStation Forum and rigaT0NY's for GameFAQs are two of them. This is how I beat Lao, though not necessary the most professional way :)
After the long intro (it will play no matter what), head inside and prepare yourself. Go to area 2 and wait for it to emerge, Lao won't hit you so stand right on his path and plant you and your partners largest bombs there, when Lao's head is right above the bombs, ignite them with the small bombs and you should see Lao shakes quite a bit. This is also the sign that your attacks are dealing a substantial damages. Continue laying your bombs or you can do the exact same thing at the entrance of other areas.
Now it's time for melee attacks, while you may not see this visually, these are almost as important as bomb attacks. Just hit the head or the stomach (somewhere closer to the tail but no need to be too precise) continuously but not too far ahead of the door as it's hard to escape unhurt. The Farcaster is useful here.
We (as in me and my brother) just continue this until area 4 and then it's time to get really busy. Pick up the Ballista bombs (バリスタの弾) at one of the corner, there are 10 of them to grab. The next thing to do is to pick up a big bomb (大砲の弾) on the floor and head to area 6. Run zig zag to avoid the orange preys and head to area 5 to wait for Lao to emerge again. There are two stations to place the bomb, either the one closest to you once you enter the area or one at the right most. I am still not exactly sure when is the best time to launch it but try to do it (press the O button) when you can see Lao's head. If you are lucky, you can hit it and it deals plenty of damage as well. Go back and get another bomb or you can just jump down to hit Lao.

When it's close enough to you, use the Ballista bombs (バリスタの弾) and aim at it's head or if that's not possible, anywhere will do (select the bomb and press the square button on one of the spots). If you have partners here, it's time to go down and hit as much as you can and one of you should climb back up when Lao start hitting the wall to activate the ultimate (and sometime last resort) weapon against Lao. Go to the spot with a huge red circle and press the O button when Lao is standing up and walk towards you. The only thing left to do now is to get down and hit Lao repeatedly until it repel and the winning tune will start playing.

25. ダイミョウザザミ大発生!
Kill or capture two ダイミョウザザミ (Daimyou Zazami), the items in the blue supply box will then be unlocked, just send the ticket to the red supply box. If you don't do so, Daimyou Zazami will just keep appearing (maximum 10), good if you need lots of items from it.
絶対強者 (Emergency Quest)
Kill or capture ティガレックス (Tigarex) in the snow mountains.
Click here for Guild ★★★★★ Quests