There are three desk lamps in the game:
- One in the publicity room
- One in the lighting room - note that you will have to turn this on and then off again
- One at the top of the stairs to the lift, behind a fan
Make sure they are all turned off (with the second turned on and then off again), and the achievement should be unlocked.
Some people have reported problems with the achievements if they have taken screenshots or brought up the Steam overlay. To be safe, start a new game from the desktop and play through for the achievements.