This battle is a long one. It starts out with the three of you battling Kid Buu. With that many of you all going after him, he shouldn't be much of a fight.
The next phase has you protecting Goku as he charges a Spirit Bomb. This can be tough, as Goku dying means the end of the mission. Try to keep Buu busy, and hope that Vegeta chips in to take him down. Kid Buu doesn't have that much health, but he is quick, so be cautious and bring some items if you find yourself struggling to get past this.