Dragon Ball Z Budokai HD Collection

This is a basic run-down of Piccolo's Dragon Universe

Earth (Saiyan Saga)

1) Head for the red marker and you will meet Goku and be given the Special Beam Cannon capsule.
2) The red marker will now have moved. Head there for your first battle. Your opponent is Raditz
3) Next head to the mountains for a cutscene and you will get the Piccolo's regeneration capsule
4) Head to Baba's Palace for a cutscene
5) Now go to Kami's Lookout for another cutscene
6) Now go to the Plain's for the cutscene of Piccolo taking Gohan away
7) Go to the mountains for a fight with Kid Gohan
8) Stay in the mountains for a cutscene with Kid Gohan in which you gain a level up
9) Head to the plains for a cutscene of Piccolo meeting Vegeta
10) Now head back in for a fight with the Saibamen!
11) Head to the plains again for another cutscene
12) Re-enter the same point for a fight with Nappa and the end of this saga

Namek (Frieza Saga)

1) Head to the Namek Village near Frieza's spaceship for a cutscene. You gain 2 levels!
2) Head to the South-Western most island and find a ??? marker to gain Light Grenade
3) Go to Guru's House for another cutscene. You gain another 2 levels!
4) Go to the red marker for a cutscene.
5) Re-enter for your first fight of the saga against Frieza in his second form.
6) Head back to the red marker again and this time you fight Frieza in his third form and this finishes the saga for Piccolo.

Earth (Android Saga)

1) Head to Central City and you will meet Yajirobe
2) Then head to the plains below Kame House to have a cutscene with Yajirobe and Teen Gohan
3) Head to the plains below Baba's Palace for a third cutscene with Yajirobe in which you will be given a capsule
4) Head to West City to meet Bulma and gain another capsule
5) Head over to the Land of Korin and meet up with Teen Gohan
6) Now head to the mountains to face Dr. Gero and then after a couple of cutscenes you will end up at Kami's Lookout and gain the Fuse with Kami capsule.
7) Now head to the plains near Kame House for a fight with Cell in his first form
8) Head back to Kame House again and you will receive Hellzone Grenade after a cutscene.
9) Now it is time to fight Android #17 and this is where you will end your part in the Android Saga.

Earth (Buu Saga)

1) Head to the red marker in the sky
2) Next go to the plains near Hercule City for a cutscene
3) Next go to the plains on the main continent for a cutscene with Tien and Chiaotzu
4) Now go to the plains near South City for a cutscene with Yajirobe
5) Go to the desert near Baba's Palace to meet Hercule and gain a random capsule
6) Next head to Central City for a cutscene with Videl. After this you unlock everyone's favourite character! HERCULE!
7) Then head to the mountains for a cutscene with Dende. You will gain the Dende's Wish capsule
8) Now it is time to head to Kami's Lookout for the final fight of Piccolo's Dragon Universe: Super Buu!!! After you are victorious the achievement is yours!