In order to earn this achievement, you must talk to Company Captain Yorshka in Anor Londo. You can reach her by taking an invisible path near the Anor Londo bonfire :
You must have the Darkmoon Loyalty gesture in order to be invited to join the covenant. Sirris of the Sunless Realms gives this gesture to you the second time you meet her in Firelink Shrine (after returning the Dreamchaser's Ashes to the Handmaid). She appears initially after meeting Anri and Horace in Crucifixion Woods.
Without the gesture, your only other option is to kill Yorshka, causing her to drop the Blade of the Darkmoon covenant item which will unlock the achievement.