1. Get Cheat Engine 5.5 from here
Cheat Engine
2. Start Modern Warfare 2
3. Alt-Tab and open Cheat Engine
4. Click the little computer in the top left that is glowing
5. Look for iw4mp.exe click on it and click Open
6. Click the Add Address Manually button and add the address
7. Lets say the challenge is UMP45 Marksman and you need 25kills/25kills change the value of the address to 24
8. Go in a game and get another kill
9. You've completed the challenge.
For a good list of addresses click here
Modern Warfare 2 addies