To unlock this achievement you will need to find and collect all of the heavy weapons within the game. There are 2 heavy weapons and their location is as follows:
M60 Light Machine Gun
You can find the M60 during 3 different levels. During 'Deadly Cargo', it is carried by the squad member in the helicopter and during 'Slaying a Dragon', it is carried by the blue lotus member in the helicopter. You can also find 1 in the weapons cache during 'The Lee Hong Assassination'.
You can attain the Mini Gun during the mission 'Asylum Aftermath', but it can only be found after having completed the game at least once. You first need to find a key card on Lee Hong's desk during the mission 'The Wang Fou Incident', then after completing the game, return to the asylum in the first mission and you will find a patient holding the mini gun behind a locked door, that you can now open with the key card.