Complete a level without taking any damage at any time.
Level 1-3 (the first encounter with S.P.I.K.E.) is the place to do this. It took me a few goes as you are easily hit but just keep playing until you memorise his patterns.
The only really tricky section is towards the end when he gets his guns. Keep moving out of his way when he gets close and hammer the A (or RT) button to pull of a counter. It's not always available which is why you need to move.