This achievement just needs you to get the key and unlock the strong chest in the Dr. Shemp boss level. There will be a section with a small blue... spiral lift thingy that will lift you up to a ledge that takes you to the boss fight. If you take this lift and turn around however, you will see the key on a ledge. Once you've gotten the key, go back up the lift, finish the boss fight, and then run past the exit of the level. The strong chest is on a ledge a little lower than the one you're standing on. Just walk up to it, the key will unlock it, and you'll have this one.
All Achievements Video: What's in the Box? at 4:18