At the start of Coastal Highway, run around the corner into the area with the floating platform and loads of Brutes. This is the first fight you come to. On the far left-hand corner from where you enter there is a crate with a rocket launcher. Drop your pistol when you pick it up, then head back and swap weapons with the AI ally DARE to unlock this.
I've included a video below with loads of achievements. For the "BLAM" Said the Lady! achievement, start at 28:22