M9 Pistol - you start with this.
USP - attained by defeating Olga Gurlukovich.
Chaff grenade - Hallway with the surveillance camera, in a locker.
Stun grenade - Bottom right stairwell of the lounge.
Frag Grenade - Engine room, bottom far-left side.
Achievement should pop if you've followed this order at the engine room pickup.