This achievement isn't too bad, first you must create a Nether Portal. View the solution below if you don't know how to build one. You will get an achievement for 40 gamerscore if you haven't already built one. If you don't wish to build a Nether Portal, you can always join a friends world who already has one.
Once you have your Nether Portal built, go through to the Nether (make sure you are playing on Survival mode and at least Easy difficulty)
Once you enter, find a blaze. They are yellow floating enemies that shoot fire balls at you. Kill one and hope that it drops a rod. It would make things much easier if you use armor and a good sword to kill it faster but it is not necessary.
UPDATE: If you have a friend who has already killed a blaze and picked up a rod, all you have to do is have him/her drop it so you can pick it up and the achievement is yours.
"Also you can load a world where you already have Blaze Rods, drop one and then pick it up. No need for someone else's world or Blaze Rod." - Saint Redfield
"Top tip: if you kill it with arrows it will drop a rod and more stuff." - PLANET13
Video credit to SkilledWacky