Step one is to setup a private free roam and invite a mate then follow the guide below =)
Below is a video guide to the mission: 'The Escape'
Hey all, this is my first foray into posting guides and I've chosen to show you guys a guide to the first 5 achievements of the Co-Op these are so this applies to 5 different parts of this site but the video covers it all! Just read the description:
• Stake a claim: gold medal any co-op mission
• Well done complete a co-op mission
• Bullet proof complete a co-op mission without dying
• 2 guys 1 co-op 1 mission
• Friends indeed complete a co-op mission without anyone dying
There are extensive notes and a commentary on the video link and it is definite walk through of the first level so if you want to experience it yourself I'd suggest coming back to it!
Anyway, here's the link and I hope this helps!