For this trophy/achievement, you’ll need to progress the story until you reach a facility in Modeo Ravine. During the cutscene, you’ll tell Tseng that you’ll infiltrate the facility without being seen. Although you can continue the story if you are seen, you won’t get the trophy/achievement.
Before you start your infiltration, head to your left, and save the game. If you get caught, you’re going to want to reload the save to try again. This is a lot easier than it looks, especially if you don’t care about the chests in there, of which there are five.
Once you start the infiltration, you should see two guards in front of you. One will walk up and down while the second will walk left to right. Wait until they both meet up in the middle, and run left if you want the first chest containing a Power Attack materia. Now run over to the blue boxes, and crouch behind it, and wait until the guard walks past you. Quickly run behind him, and head to the right, and open the chest next to the skip which contains a Dispel materia.
From the chest, turn left, and run straight forward where you’ll find another chest containing some Sprint Shoes. Hide behind the wall here until the guard to your left has walked past, and walked back again. Leave the hiding spot, and walk forward towards the Facility entrance. Before you go in, open the chest containing a Pearl Necklace, then go through the open door to the right of it. When you go through the door, you’ll get the trophy/achievement. There is a temperature mechanic in this minigame where if your body temperature drops below 26.0 you will lose a chest. There isn’t anything special here, especially if you’ve been doing other side missions, but if you do want everything, you’ll need to perform squats to keep your temperature up.