You'll obtain this in, and after finishing, Inner Persephone, which is the final area in Bioshock 2.
Upon arrival, you'll learn that you must obtain the key to lift the lockdown that Lamb has placed. After proceeding a bit through the level, you'll learn that....
.... and must be dealt with.
After obtaining the key, Eleanor then informs Delta that the ballast has been dumped and will not be able to lift them out of Rapture.
Delta must then work with Eleanor to rescue the remaining Little Sisters and, with their help, generate enough energy to lift the capsule.
You'll need to rescue two groups of Little Sisters, which will be very similar to protecting them as they harvest ADAM (you can summon Eleanor, who can single-handedly deal with all the enemies herself), just kill a series of Splicers and a few other Alpha Series', until Eleanor instructs you to hit the call button in each area the Little Sisters are at.
After rescuing both groups,head back to the capsule where Eleanor takes the Sisters and begins evaporating the water, during this, Splicers will again attack, this time consisting of more Brutes and Alphas.
Eleanor will be unable to help for part of the fight, but will join you half way through if needed. Take them out as you see fit, combining Electrobolt and the Drill Charge is effective and helps move around, avoiding enemy attacks.
Afterwards, you'll need to head up to the second floor in the same area, to board the elevator that leads to the escape capsule. Watch the cutscene, and you'll unlock the achievement, as well as the Escape!