Upon finishing off the Stryker boss in Saudi Arabia, you will be able to finally talk with Shaheed. No matter what you say to him, towards the end of the conversation, you will be given the choice between executing him, or setting him free. For this achievement, you must execute Shaheed when you are given the chance.
In the case that you spare him before, you'll have another chance to execute him at the end of the game. Before the final mission, if you spared Shaheed earlier on, you will gain the mission "Contact Sheikh Ali Shaheed". Throughout the conversation, you will be given several opportunities to execute him. Either way, the achievement will unlock after his death.