Urns are found throughout the campaign, and the last 2 (Urn of Fates and Urn of Poseidon) are obtained by beating the Challenge of the Titans. Urn of Fates requires a rank of at least Mortal, and the Urn of Poseidon requires a rank of at least Spartan.
Once you complete the game, you unlock the "bonus play" on whatever difficulty you just played. When you go into a new game, the difficulty you completed will have the Sword of Olympus icon next to the option. Choosing "bonus play" will keep Kratos with all the goodies you completed the game with.
Once a game is loaded, you need to go to the option screen and go to the urns page (pressing L1 or R1). The urns you collected will be "off" - all you need to do is switch them "on" and the trophy will pop.
Below is the guide I used from GameFaqs - very easy to follow.http://www.gamefaqs.com/ps2/932295-god-of-war-ii/faqs/47493