For this achievement you must find and collect all the weapon upgrades. (They are in metallic suitcases).http://www.xbox360achievements.org/forum/showthread.php?t=64...
This is a great guide for them (which I used) by LoD WheeZzy, please let him know what a great guide he has put together and ensure that all credit goes to his good work.
Thanks to eminutia for a link to the video guide:
(Video made by Xbox360Spain)
Also, blomphil2 and The Globalizer have confirmed that you are able to use upgrade slots and still net the achievement, thanks guys!