The earliest this can be done is after reaching Armor Town.
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 the achievement.