Play the Battle of Wan Castle on the hard difficulty setting. First, rendezvous with Cao Cao. Then, lead him to the escape gates, defeating enemies and generals (there will be two of them) along the way. Once Cao Cao leaves the castle and you get the event where Dian Wei stays behind to block the gates, the hard part begins. You must not let a single enemy past the gates until you get the message that Cao Cao's escape is in progress. This usually happens after you have defeated five or six troop leaders (the generic enemies with names over their heads). Be careful, as the troop leaders tend to ignore you and just run straight past you. Once you get the message, the precious item box will appear slightly in front of you. At this point it does not matter if you let people past the gates (let too many and you lose the stage though), so go pick it up.