During the mission "Three Way" (which is replayable, so no need to worry about saving beforehand) you'll be presented with a choice: Chase down and fight Killbane or go save Shaundi. To Get 'Gangsta's... In Space!', you'll need to save Shaundi. Simply head towards her waypoint, fight your way up the statue, and rescue her. You'll continue on with a mission hunting down 'Killbane' on Mars. Finish this section and the achievement will pop.