Once the mission begins head over to Jenny and press Y to talk to her, after a cut scene you will find yourself on a horse next to the stage coach, stay ahead of the coach and kill any Indians that you come across making sure that they do not attack the coach. Eventually you will reach an area that is blocked by some rocks, get off your horse and go through the small gap to the right of the blockade, kill any Indians that you see and follow your compass to find the TNT barrels. Pick up a barrel and place it in the highlighted area then shoot it from a safe distance. Once the blockade has been destroyed get back on your horse and continue the mission making sure no Indians attack the coach. Eventually you will reach a certain point and a cut scene will occur, when it ends you will need to defend Jenny and the coach from the incoming Indians, eventually more Indians will come on horses but if you search around you can find some TNT barrels to place a trap for them. Once they are all dead another cut scene will occur and you will find yourself on top of the coach, just crouch down and make sure to kill all of the Indians as you progress through the mission. As you get further through the mission some Indians will arrive on wagons, just use quick draw to shoot the barrels of TNT on them and they wont bother you any more. Once you reach Empire City you will unlock the achievement.