Is this your first game as a GM/DM, period, or your first d20 Modern experience?
If it's your first time period, just try to have fun. Set up a decent problem and, if you have time and ability, try to imagine (and allow for) three different ways the players might try to solve it. For example, your big problem could be a drug lord who wants to kill a friend of the PCs before said friend could testify. The PCs have to keep the friend alive, dodging hit men and assassination attempts, and figure out what to do about the drug lord. The three solutions could be:
1) Storm the drug lord's place and take him down before he can kill the friend -- the combat-heavy approach, although they'll use skills to plan, investigate the area beforehand, and so forth. It coudl be a stealthy ninja attack on him, or it could be a kick-in-the-door gunfest.
2) Run away with the friend and play Hide and Seek until the trial -- this would be the skills-heavy approach. Of course, with this approach, you'd have to counter their plans with secret informants giving the drug lord the friend's new location, mischance revealing the friend publically in new locations, and so forth. Otherwise, things get dull. And dull is bad.
3) Negotiate with the police and the drug lord. This option might pop up in new gamers, who don't know the "rule" that you're supposed to do everything on your own and solve all problems through violence. But if you're flexible, it's possible that the drug lord could be talked out of putting the hit on their friend if the PCs can prove that the drug lord isn't guilty with other evidence (and hey, maybe he's not guilty, and it's actually a corrupt cop or rival gang leader trying to set the drug lord up on the charges they do have on him -- he is a drug lord, but he never killed those kids, and killing the kids is what the friend thought he saw, and what he's being charged with). Or, in another scenario, the PCs might agree to stop their friend from testifying while secretly working to convict the drug lord with other evidence of their own -- a double cross from the other side.
These are pretty involved. It can be simpler, of course, like "Get into this room and get this file," which can be done by fighting the guards, sneaking past the guards, or talking your way past the guards -- and those are the three options.
If you've DMed before and this is your first Modern experience, my advice is to use the real world. You're not in a hotel -- you're in a Motel 6, and your players will be suggesting things like going to the ice maker or taking cover from gunfire behind those little indentations they put in the walls so as to break the monotony of the hallway... Real-world touches make the Modern games fun in a different way for players.
Good luck!