The Wanted: Sledge trophy in Borderlands: Game of the Year Edition in story-related and can't be missed.
To make the fight a bit easier, make sure you have a shock weapon to bring down his shield, and then use whichever weapon you have that has the most damage. Also, remember to make use of your Vault Hunter's abilities when you can.
Sledge is the first boss you will encounter in the game, so if you're playing in co-op, you will also unlock the United We Stand trophy as well.