You can do this anywhere on any map and will need a shield any hand gun you choose.
Go up to a wall where you can mount (holding L trigger next to most walls and objects is how to mount), just have your pistol out.
Press Y then after 1 second press L trigger as many times as you can until you see your shield appear on screen.
Finally go to a place that is a higher level and there is something you can mount against. Any questions? Add me as a friend.
PS: You need to be host [thanks serious merkahh]