To unlock this trophy you need to pick the right address where Shaun is being held and have failed at least one trial. If you have completed ALL the trails, you cannot earn this trophy, alternatively, if you do not complete at least 3, you will automatically fail and not earn this trophy. So make sure you complete only 3 or 4 trials.
The address, in case this is your first time or can't remember, is 852 Theodore Roosevelt Road.
The trophy will pop after you complete the chapter, "Killer's Place"