The first chance you will be able to get this achievement in Challenge Mode on level 11 "Wrecking Ball".
You need to change colour of your ship to match the colour of the wrecking ball so it doesn't damage you.
You can change the colour of your ship by pressing the coloured buttons (
,
,
,
) on the Xbox controller, the colour of your ship will match the colour of the button you press.
= Green
= Red
= Blue
= Yellow
Score doesn't matter in this level, so just let enemies go into you but make sure you're not damaged by the wrecking ball by remaining the same colour of the wrecking ball and the achievement should pop.
This is an example of the level below: