From the main menu, "Play Game" -> "Bullet Soul Caravan mode" -> "Game Start"
In this caravan mode, there is a large enemy (a mid boss of sorts, but no health bar) that enters from the sides as 2 parts and connects vertically. It is the first such enemy that appears. (This enemy is pictured in the achievement tile).
You need to place yourself in between these two pieces and hold X (by default). You will have just enough time to kill it before it connects. If off by a little, you may die as it connects. If you get the "special bonus" you should unlock the achievement as well.