Make sure you are set to recruit and select the Museum level. If you are not set to recruit, start up any level besides S.S.D.D and select recruit. Save and exit. Then boot up Museum.
In the first room, kill everyone except for 5 people. Then press the Big Red Button to bring them to life. Kill one with your M9 and then go to the weapons section and select your next weapon. Do this 4 more times and it should pop right after.