To unlock this achievement, you must unlock and purchase all of the guns in the game. They are not readily available from the start, you need to attain certain ranks to unlock them, with Rank 20 being the highest you need to have unlocked them all. There are a total of 30 guns that you need to purchase. You will need to purchase all of the primary weapons and all of the side-arms. You don't need to buy all of the secondaries, as they are just the primary weapons that you will have already purchased. Buy them all and the achievement is yours.