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To get this achievement you must find the Protector Covenant, AKA Knights of the Blue/Blue Sentinels. The NPC you must talk to is Blue Sentinel Targray.

Targray is found in the Cathedral of Blue. To get there, you must first defeat the Guardian Dragon in Heide's Tower of Flame, after which you can pull a lever to activate the drawbridge for you. Going up the drawbridge you can enter the fog there and fight the Old Dragonslayer. After the fight, move to the balcony on the opposite side of the entrance whence you came, and you'll find Targray standing there. A bonfire is down the stairs to the right, before the balcony.

Blue Sentinel Targray will only invite you into the covenant if you carry a Token of Fidelity in your inventory. The easiest ways of getting one is either helping someone else defeat a boss(using the White Sign Soapstone), or picking up the one right outside the second bonfire in Huntsman's Copse(by dropping down from the bridge above the bonfire).