Grand Theft Auto: San Andreas

The other solutions do an excellent job explaining how to start the race. But to give yourself a HUGE head start, bring a jetpack to the race and unequip it before walking into the red circle. Once the race starts, get into your jetpack and leave everyone else in the dust! You will have to do the biking and running sections normally, but it shouldnt be a problem with the head start you have.

To get this Achievement you simply need to win either the race at Santa Maria in Los Santos or Fishers Lagoon which is located near the House you can buy in Red County. To enter the race you must have a Cycling Skill of 50.
Muscle at 100 is a must because you want to keep in touch when the swimming starts and Stamina should be high to keep up because it is a long long race.

If you find yourself falling behind in the swimming you can easily catch up on Bike by holding down either or on the straights because it makes you go ALOT quicker.

Muscle 100
Stamina 69
Cycling 50

This can only be done on a Weekend.

*If you complete the Burglary missions you will unlock unlimited stamina and wont run out of Breath as quickly*

You can access the race in my video after finishing up the Ka Boom Mission in San Fierro.

I will describe to you what the requirements are for this event to show up and add what you can do in order to actually win

Requirements:
1) Complete the mission Yay Ka-Boom-Boom (it unlocks the What happens in Las Venturas... achievement)
2) You must have 50% stamina
3) You must have 50% Cycling skill
4) You can only activate it on a Saturday or Sunday.
To win you also need 1 of the following things:
5) I highly recommend doing Burglary mission in Las Venturas. This unlocks CJ never running out of breath when a total of 10.000 dollars is looted. (Does not need to be in one run, you can check the stats to see how much you have)
And optional:
6) Get some muscle
7) Use the jetpack for the swimming part. Since Seoulcrusher was the one to post this all credit goes to him. So make sure to vote for his guide if you choose this. However I'd still do 5) as well because that governs the entire triathlon

For further info unfold the spoilers

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5)
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The Triathlon
I got my achievement after doing the Santa Maria triathlon after I did the 5 requirements. I lost this same event when I hadn't done the Burglary missions because you can simply not keep up. So on the 2nd try I got it. It will not appear on your map but if you go to location provided on the map you will see a red circle on the beach between the two lifeguard posts once you've met the 4 requirements
Swimming
I fell behind with swimming. They took off on their bikes when I was halfway between the last 2 checkpoints of swimming.
Cycling
When cycling you will only go max speed if you do not steer and go perfectly straight. But this isn't really necessary.
Running
I did cut some corners where possible but since I was constantly running max speed I went from 8th place to first in the matter of 5 checkpoints. The last 4 I stayed in first and I won with a huge leap. So don't worry about losing when you've fallen behind while swimming and cycling you will catch up here

I hope this guide contains all the necessary details in order to obtain the achievement. The only thing I can recommend if it doesn't unlock is winning the other Triathlon but I never touched that one so I don't think it's necessary
Other information can be found here:
http://gta.wikia.com/Beat_the_Cock!
Although it does state you only need to complete the mission The Green Sabre, I personally think it will only make it appear on the beach but not actually open up the race!

The other solutions explains how to start the race, but nobody explains you how to do the burglary mision.
I will give you the easy way how to have infinite stamina for unlimited sprint.
You need to do the 3 burglary missions that consist basically in that mission you do with Ryder. You will find a Black Boxburg (Black Boxville), necessary for burglary mission, here:



By example, in Los Santos, once you have the Black Boxville go to that location in the video and press (like a Taxi mission).
You will complete the mission and get unlimited sprint in few minutes.
(The video isn't mine)

An Alternative to Completing Burglary Missions

First, purchase the property on Santa Maria Beach in Los Santos (see video). On weekends you can start the marathon (hold left on the d-pad to check the day of the week). You will need proper cycling and stamina before the marathon can be started.

Once the race begins, instead of swimming, run to the helicopter or nearest car and go to where the bikes are. Next, get on each bike (EXCEPT FOR THE LAST BIKE AT THE END) and ride it into the ocean this will cause each NPC to not be able to continue. The bike at the end of the line is yours so keep it on land, usually it is a different colour than the others. Finally, fly back to the start point of the race and enjoy racing by yourself for 10 mins.

I recently attempted the video solution (might have been patched) and even after completing flight school the helicopter was disappearing from the beach as soon as the race started. I ran to the nearest parking lot and drove to where the bikes were and had more than enough time to ride each of them into the water. Make sure you keep the furthest bike still on land, which for me was yellow, or the race will end. Hope this saved the time and effort on doing annoying vehicle-specific stealth mini-games.

I already tried the way you use the Jetpack and you use it to pass the first part of swimming but even so when I reached the end I ended up losing in the foot race, what I did then was to go to another location on the map shown below with a jetpack, but it can also be a helicopter or a car, and go to the area where the bikes are, taking all the bikes and riding with them as much as you can towards the sea, LESS THE BACK THAT WOULD BE YOURS, doing this the other competitors could no longer compete and would be stopped in the water, now it is enough to complete without worries.

This is much harder than in the original since you swim slower. You can however cheese it by bringing the jetpack you unlock in a late-game mission.