This challenge comes when you find Nene's robot ship stuck in a sand pit. He'll throw Kluke down and Jiro will use a wind spell to try and save her. Shu will then ran after her and try and catch her.
The challenge comes during Shu's run. You have to push the A button twice but not like a "dexterity" challenge, which implies constant tapping. This one you just press the button when the signal comes up. There is a noise indicating the approaching A button.
The first instance is when Shu is running up the robot's arm. Press it and move onto the truly hard bit: catching Kluke. The timing is fairly similar so just press the A button when the icon pops up on the screen and you'll save her.
MAKE SURE you save on the world map before you enter the sand pit crater. If you don't, it may be a long road back! Good luck!