WARNING: It is vital that you DO NOT kill Cohen when you meet him at Fort Frolic! Doing so will render this achievement unattainable (if he's dead, he won't be home to unlock the door for you). It will also kill your chances at getting the Weapon Specialist achievement, since the 9th Power to the People machine is locked in Cohen's room.
That said, when you arrive in Cohen's apartment in Olympus Heights, simply anger him by attacking the dancing splicers and he'll burst out of his locked room. Kill him and enter the room he came out of for the achievement and access to a Power to the People machine. Before you leave, take a quick snapshot of his dead body for the Irony achievement. At this point, you can grab the key off Cohen's corpse and take it back to Fort Frolic to open his locked box (next to his masterpiece) for some goodies if you want.