It's a two part set up. I had a lot of trouble with this one too.
First, you do their wake up taunt. The taunt that you do (which will make your finisher flashing) will be the opponent's wake up taunt. It's alittle hard to notice, but it's more noticeable in say Triple H does the "Yes!" taunt when stealing Daniel Bryan's finisher.
After that, your set up to do your opponents finisher. I use the PS3 so it's hard for met o explain from my end, but keep holding down the button when you did the taunt, and then hold left and then do the finisher button to do the kumura lock.
It was great seeing Aerith run around Times Square and Pedigree opponents in the train station. - Strife2 If love can hurt, then surely hate can save. - Altena