You will need to complete the first Tornado Act without taking any damage. You don't need to keep a perfect combo of destroying everything throughout the act, but it helps. As long as you destroy the missiles heading at you, you'll be fine.
You have to do this on Tornado Defense: Act 1 in Spagonia. The only hard part is defeating Eggman's huge mecha at the end. Whenever he shouts something like "Fire all missiles!" be sure to watch the left, middle and right of the mecha. Wait until you have destroyed all of the missiles heading towards you, then press the displayed button five times to deal some damage.