You need to rescue one of your captured characters. In order to do so, one of your characters must be CAPTURED. You can get a character captured by letting the counter reach zero in a timed mission, or by making the alarm go off and waiting in your pod in a mission with the condition "Alarm: XX seconds to escape".
Right after getting your character captured, a new character with the same last name will appear at the bar, with the mission of rescuing your last character as his/her main one. Do so, and the achievement will pop.