Pretty easy achievement. If you're new to Gears of War it may be weird to you.
To perform an active reload you click Right Bumper (RB) and when you're little white square lines up with the white square in the reload bar, click Right Bumper (RB) again. You have to do this 5 times in a row.
An easy weapon to do this with is the sniper rifle. If you have the sniper rifle, get to a checkpoint. Just shoot it, active reload, shoot, active reload repeat. If you mess up a few times or run out of ammo, just restart the checkpoint.
You may just get this by playing the game since it does shorten the reload time by quite a bit and it does add a boost to weapon damage so it is a good skill to learn early on.