Niner since 2012
Of course, exchange "C:\Program Files" with the corresponding path on your machine.
Another thing, i uninstalled FxCop integrator just to be sure and the FxCop achievements still seem to work. So the FxCop Integrator might not even be necessary (it's still a nice extension though).
This is how it worked for me on VS2010 Pro:
Install FxCop[optional] Install FxCop Integrator (http://fxcopintegrator.codeplex.com/releases/view/78053)Copy all Files from "C:\Program Files\Microsoft Fxcop 10.0" to "C:\Program Files\Microsoft Visual Studio 10.0\Team Tools\Static Analysis Tools\FxCop"
(Note: replace "C:\Program Files" where applicable, e.g. "C:\Program Files (x86)" on 64 bit Windows)