This achievement took me approximately 20 to 40 minutes to unlock. I am terrible at fighting games and was still able to do it. I do recommend you familiarize yourself with the game a bit before you attempt this.
1. First, from the Main Menu I went into SETTINGS and changed the CPU level to 1. I actually don't know if this affected the Story mode, but I did it anyway.
2. Now select story mode. Choose any characters you want and continue. After some skippable cutscenes, you will be prompted to make a choice. I chose 1) The KOF Teams
3. After winning a fight or two, I was prompted again and chose 2) Inside the Stadium
4. After winning some fights, you'll face 2 bosses. These guys are tough so be careful. I am not sure if you get continues on this game mode.
5. The achivement will pop after defeating the final boss (Ash) and going thru the credits (Hold A to make them go faster)
Check out the solution on the "Do you understand now" achievement for some more relevant info on this one, if you are stumped.