This story-related Achievement is awarded at the end of the optional Chapter 16 if you chose to rescue your team rather than leave them to burn.
When you escort Jenny to the helicopter, you have a choice to make that determines the ending of the game. If you choose to return to the village rather than board the helicopter, this Achievement will be unlocked.
This can be earned on any difficulty level, so drop down to easy if you're having troubles, or just want to earn it more easily.
If you have not yet earned the "Damned if you do" Achievement, choose to board the helicopter first. Then pause the game and restart the scene immediately after that Achievement unlocks, and you will start where you need to just board the plane and rescue Jenny. You can then choose to return to the village and work for the "Damned if you don't" Achievement without replaying the entire Chapter.