This secret Achievement is called "The Cavalry is Here"; Win a battle with only mounted units.
This guide will help you get two achievements;
Another secret achievement "Knights in Shining Armor" uses the DISMOUNTED KNIGHTS units, for this one here you need them MOUNTED. But my guide is the same for both, check the last few lines for specifics.
Start a new English Campaign and fight your first battle with all four available units.
After you've won the first battle, the side mission where you defeat 5 French peasant units and two light cavalry units is on the map (Raiding the Border Towns?)
Your initial army has an Archer, two Light Infantry and the General.
Keep them and keep replaying the side mission (with archer and infantry). You need these units to gather the money for men-at-arms, that's what the level 1 knights are called.
Recruit more man-at-arms every time you can afford them (400 gold!) and give them a sword or axe and a Round shield as well. When you have a total of 6 men-at-arms, save your game.
Now go back to your army camp, disband the archers and Light Infantry. Maybe you should dismount your general but I'm not sure about that. Upgrading the armour for man-at-arms is not necessary, but could be useful. Be sure to use the skillpoints they earned; give them sword or melee proficiency for added damage to the peasants.
Now your army is made up of only knights/men-at-arms and your General. Check again that they are not mounted and start your battle against the french peasants.
When you're done with this battle, you should get the "Knights in Shining Armor" achievement.
Now mount all your knights and your general and fight the same battle again. When you win this, you will get the "The Cavalry is Here" achievement.
Good luck!