This is fairly tricky to do.
First, you need to get the Wensleydale off the ground where the swarm of bees are outside the shop(you can just pick it up, you don't need to get rid off them yet). Then go back to the house, get the lullaby record from Wallace's bedroom and then go down to the cellar.
Armed with the Wensleydale, bring up the robotic mouse remote control thing, and turn it to Wensleydale so the tin mouse comes over to where you are. Leave the robot mouse there and head back outside the house.
Go into the back yard and use the Wensleydale with the cellar door, this lets Gromit drop the cheese down by the record player. Do the same with the lullaby record. You need to now go back into the cellar.
Once you're there, get inside the robot mouse and select Wensleydale on the remote again. This makes the mouse head on up through the hive without getting stung.
At the top, and this is tricky if you're going for the achievement, you need to very quickly, pick up the lullably record and use it with the record player. You only have a limited time window to do this, as otherwise a bee appears and kicks you back to the bottom of the hive, forcing you to use the Gorgonzola. If you do it quickly enough, the bees fall asleep and the achievement is unlocked.
Remember, don't pick up or use the Gorgonzola at all (it falls out of the policeman's hat when you talk to him).