For this achievement you have to complete the cog puzzle in the Lost Valley level without dying, this means you have to complete 3/4 of the level without dying. This may sound hard, and believe me, it is hard, because you can fall from great height in this level. My suggestion is saving every few checkpoints and reloading when you die.
It can be done very easy with a little bit of abusing the fly glitch. The video shows this in action.