To unlock this achievement you need to complete all 12 of the challenge levels. You unlock the challenges by finding them throughout the campaign and they are a floating pie, with a glowing blue outline and have the letters 'MBG' in the center. You just need to run through them to pick them up. You need to play the game on at least Normal difficulty to be able to find 2 of the challenges. The rest of them can be found on Easy difficulty.
The challenges can be accessed from the main menu, under 'Challenges'.