Here's a video on how to do the achievement, but if you want a written walkthrough:
1. Play through the missions until you find the door to the black market, then enter.
*Note: It will be the door with letters/symbols written on the top and side of the door*
2. Go to the middle of the black market and check for a Headless man with a cape.
*Note: Only some NPCs are always there, and Headless isn't one of them, so this is hit or miss.
3. Talk to him 5 times for the achievement.
While you're there, I also recommend sticking around for 5 minutes for the "What Should I Buy?" and "Brain at Full Throttle" achievements.