All you have to do is not dodge the rocket.
In most of the levels you can meet rocketmen. After one of them takes a shot, all you need to do is to get hit by the rocket.
A very easy achievement that only requires you to press one button.
By default, the suicide button is "K", but you can change that in the control settings.
After pressing the button, the protagonist will shoot himself in the head, and you will get the achievement.