I got this in one of the earlier Arcade levels. The maps change frequently and you will see a couple where the enemies come straight up a fairly long hallway or bridge. I threw my first ball, caught one thrown at me and then threw that at the third enemy.
This will take either lots of luck or lots of skill or some of both but it was the second achievement I unlocked so I suspect most people will grab it during the natural course of play. Be aggressive if you want this!
Arcade mode has power-ups you can buy that will help with this including Fast Throw, Large Ball, Quick Charge and Ball Magnet. Don't buy the power-up that prevents KO's from catches as it will make it harder.