Hide behind the statues and wait for them to move away. They back off every four or five seconds, so wait and go right as soon as you can. Keep behind the statues until you can reach the door.
In the main gallery, click on the painting ("The Scream") -- the alarms will go off and they will take you to jail. Answer the lie detector as truthfully as possible and you will be released.
The are only 2 villains, the Black Widow and her henchman (and assorted guards). Get the timecard from the museum guard (who is at the Clown Store) and you can get a photo of the painting being...