On this page of the game guide to Borderlands 2 you will find a detailed description of the side mission titled Out of Body Experience. You can begin this quest in the Bloodshot Stronghold location after completing the main mission named A Dam Fine Rescue.
2) Passage to Bloodshot Ramparts
3) Moxxi's place
When you visit Bloodshot Stronghold after completing A Dam Fine Rescue, in the place marked on the map with  you will see a Robot from the above screenshot. When you approach, the Robot will explode and you will be able to pick up the Loader #1340 AI Core. Now head to Bloodshot Ramparts .
Soon after getting onto the street you should see the Robot from the above screen, into which you have to put the AI Core. When you do it, the Robot will activate and start attacking you. Once it's destroyed, pick up the AI Core.
Head to the next Robot shown above, once again install the AI Core, destroy it and take back the AI Core. Now head back to Bloodshot Stronghold and use Fast Travel to return to Sanctuary.
Go to Moxxi's  and place the AI Core in the radio. Listen to the hit, destroy the radio and take the AI Core. Now you can decide whether to give it back to Marcus  and receive a gun or Zed  in return for a shield.