Story-related achievement, but should you, for some reason, decide to attempt a prison break before the story mission, get yourself the Lockpicking 2 skill and at least one lockpick. You can't pick the lock on your cell without it. Afterwards, find the conference room (from your cell, stairs to the left, then through the door on your left again once you're on the first floor, door on the left one final time for the conference room) and steal the key. You can't unlock the station's exits without a key. Then just walk out.