Okay, I'd just like to fill in some of the gaps. To unlock the "Endless Setlist 2" you will need to gain at least 900 stars in Band World Tour. It will then unlock in the Shanghai venue. Would also like to add that you do not have to play any DLC you might have downloaded (which is a good job because I really can't play Snow (Hey Oh)).
Some other tips can be found here which might help;
http://www.xbox360achievements.org/forum/showthread.php?t=11...Best of luck getting the achievement =]