"Torture" is the hardest difficulty, and must be unlocked by first completing the game on either "Humane" or "No Mercy." To select this setting, choose New Game at the Main Menu.
You can die in one or two hits on this setting. The key to surviving is to avoid fights whenever possible, and not to get overwhelmed by groups of enemies. If you are injured, back away if you have room, or block by keeping your arms up. You can still die while blocking if you are already near death.
If you do die, either shut-off your Xbox or quit to the dashboard before YOU ARE DEAD appears on screen. You will have to continue from your last checkpoint, but your death will not count.
Complete all acts on this difficulty without dying to earn this achievement. It will unlock after the cut-scene that is Act 9, which takes place after the credits, so do not turn off the game until you watch it.
To minimize your playthroughs, it is recommended that you go for this achievement at the same time as Nightmare Vanquisher - which is obtained by clearing the game on "Torture" difficulty.
For a great video walkthrough for the game, go here.