All that is needed are 2 controllers, (3 or 4 if you want the remaining stars), and a simple scenario.
First, plug the 2 controllers in and head to Combat Simulator with a simple scenario saved (such as 1 MeatSim, Kill Limit 1). Take the 2nd controller, head down to ''load game'' and highlight what you will (in the future) use for your Challenge. Take your 1st Controller, and pick a difficult Challenge, such as Challenge 30, and select it until it says ''START CHALLENGE'' (the background will be red at this time). Pick up your 2nd controller, load your simple game, and start your Challenge.
What you just did was fool the game into thinking you're playing the Challenge, but you're actually playing a homemade scenario! Kill the MeatSim, and it's a game won. You will gain the star for the Challenge, and it's rewards gained from beating it.