This is in Section 3.
There are six coal pieces (which you have to break from the wall using the bombs). You must then toss one into the furnace, and have it fly for at least three seconds, and not touch the walls or the edge of the furnace. It must go straight in.
This is very awkward, but make sure you don't throw in all six pieces before getting this achievement. Prepare to dashboard and quit quickly if you're on your last piece and you see it's missing.