Just keep completing story missions until you unlock the black circle with an "E" in it. I unlocked this mission when I was 78% done (but the Playboy magazines add to this so you should be around 78% when you get this mission) the story for Joe's Adventures. This mission is story related so all you need to do is complete this mission and the achievement is yours.
*** Spoiler - click to reveal ***For the Cathouse portion of the mission just move forward at a pace that you are comfortable with. Shoot the enemies, move forward and wait for more to come after you. Once you get to the end you will get a cutscene. When you are inside of the warehouse area once again just take it slow until you kill all of the enemies. If you are running low on health look around on the tops of some of the crates will be some sandwiches. Some also contain guns/ammo. When you get to the guys with body armor just aim for their heads. They take more shots and some will try to rush up to you so try to stay in cover and just move slow.
This is also the last mission in the Story so once you complete it you will also get the achievement "Same Shirt Different Day".