While the rest of the "Rock Out" achievements require you to play through certain Careers to unlock them, Jimi Hendrix however, does not. You will need to play as Jimi Hendrix in Purple Haze (live), and do to so you will need to either finish the 14th set in the Guitar or Vocals Career on any difficulty, or play the song in Quickplay.
To unlock all songs in Quickplay early go to your Options from the Main Menu and select cheats. Select Enter New Cheat and press the following buttons: Blue, Blue, Red, Green, Green, Blue, Blue, Yellow. It will say "Quickplay Songs Unlocked!" if you've done it correctly. Hit start and scroll down to the cheat and turn it ON. From here, go to Quickplay and select Purple Haze (live) as Guitar or Vocals and finish the song.