Requirements: Reach level 5+ and finish the first half of the Saiyan Saga.
After meeting these requirements, when you enter the city check all 3 main areas for mentors (There's only ever a maximum of two) and speak to Piccolo if you see him.
Log out and back in to speed up the process.
Speak to him for a test where you'll win Evil Explosion.
Continue with the game or Parallel Quests and speak to them after each for more tests.
Second: Super Explosive Wave.
Third: Light Grenade
Final: Special Beam Cannon and your trophy.
You are now free to change mentors.