Talk to Armor Baron on the upper right ledge. He will task you with finding three ore chunks and give you a Codebook. Warp to Arena Town and give the Codebook to the Mayor, then take the Melba Toast he gives you to Tree Town and give it to Bolo for some Nuts and Bolts.
Warp to the left area; if you don't have that, warp to Arena Town, enter the Sunken Ruins, descend where Shantae fell earlier in the game, which is directly under the entrance, and head left into the green portion of the map. Once you reach the stone to break with Bonker Tortoise, continue going up and around to reach the warp zone.
From the warp zone, head left and down, breaking the rock with Bonker Tortoise and crawling into the Sunken Ship. Follow this path until you reach the large room with limited vision; your exit is at the bottom right. Follow this path down, and then to the left. You'll reach a warp zone, then a ghost will give you a quest and a Fusion Stone.
Bring this back to Zapple to get the Spark Dance. Use it immediately to open a Shock Machine in her room and unlock another achievement.
With this done, we can power the metal windmills. Leave Armor Town and head left to find the first windmill. Power it up and wait for the dune to be blown away to get the ore. Continue on until you reach the junction, then head towards the Metal Fish to find the second windmill. This one requires the Nuts and Bolts first before power can be restored. Backtrack to the junction, then head towards Arena Town to power the final windmill. Take these three ores back to Armor Baron and you'll get the achievement after a scene.