Right at the beginning of the game when you first take control of your guy, there are five enemies that you can kill. You have to kill all 5 before you can progress into the building. If you mess up, just hit the and retry mission.
Another easy place to do this is at the very first chapter. You will go to the second floor and be on a balcony. You will see enemies shooting at you on the ground level. These are 4 headshots, then look to the left. A enemy will bust through the door and hit your buddy. Shoot him in the head and this will net you your 5 headshots. There is no known time of how quickly you must do this, so try to do them as fast as possible. It is okay if you miss, just have to kill all 5 enemies with a headshot in a row.