This case study examines my path in conducting the study and presents an in-depth analysis of the challenges encountered. It presents the contexts, interpretation, and discussion of the cross-cultural method used to adapt and test the psychometric properties of an instrument for use in my PhD study—the Psychological Vulnerability Scale, in a sample of 267 Portuguese higher education students. In 2014, I began the methodological journey process for instrument adaptation and psychometry tests. Robust instrument measures help professionals to better screen mental health problems, as well as scholars and students to add, develop, and extend the best reliable evidence. In this case study, I convey readers into the research procedures for instrument adaptation process and psychometric tests, with an emphasis on the method selected and how it guided me to achieve my research purposes. Also, I present and discuss the challenges encountered over the process, decision-making about standard procedure protocol, and how I faced and dealt with problems, mainly related to cross-cultural adaptation, sampling and sample size, data analysis, and validity and reliability tests. As a didactic tool, this case pretends to be an asset as an active learning facilitator. Thus, I hope that it will help other researchers and students to learn how to carry out this type of research project, mainly to highlight how to choose and use methods, recognize challenges, and develop solutions as they design and carry out their projects.