You'll get to a point where Terrence asks you to help him with an issue in exchange for the antique piece. Decline. When you require a tape player you won't be able to get his help. Instead, go to the morgue. Try to take The tape player on the cart. When you can't, go to the desk and use your phone with the phone on the desk to add Gallagher's contact to your phone (separate from the 'Morgue' entry). Call her, and when she's distracted take the tape player. You may need to ask Gwen for a tape player first.