This achievement is very self explanatory. Once you arrive at the main base at the beginning of the game, you can take the elevator down to the basement level. On the basement level there will be a shop to buy Rig upgrades. The currency for Rig upgrades differs from weapon upgrades in that you'll need to use Specialized Components to purchase your Rig upgrades.
Specialized Components can be purchased from the weapons story for 2000 T-Eng a piece or you can also find the components on the ground scattered around the game, sometimes frozen under blocks of ice.
To unlock this achievement, simply purchase any single upgrade for you Rig.