You have to kill at least one zombie with each weapon. The weapons will appear as you play the game. There is a shotgun, submachine guns, flamethrower, rifle, grenade launcher, molotov cocktail, rocket launcher and a chain gun. You also need to kill a zombie with the chainsaw, your regular gun and zombie bait but you shouldn't have a problem with that.
The last one you will get will be the chain gun on level 28.